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Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities

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https://hal.parisnanterre.fr//hal-01410660
Contributor : Administrateur Hal Nanterre <>
Submitted on : Tuesday, December 6, 2016 - 5:18:31 PM
Last modification on : Tuesday, March 2, 2021 - 10:14:19 AM

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  • HAL Id : hal-01410660, version 1

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Marcel Aloy, Gilles de Truchis. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities. Computational Economics, Springer Verlag, 2015. ⟨hal-01410660⟩

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