Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
Abstract
Forthcoming
Administrateur HAL Nanterre : Connect in order to contact the contributor
https://hal.parisnanterre.fr/hal-01410660
Submitted on : Tuesday, December 6, 2016-5:18:31 PM
Last modification on : Tuesday, August 29, 2023-2:26:06 PM