Pages that link to "Item:Q2633453"
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The following pages link to Cointegration in continuous time for factor models (Q2633453):
Displaying 3 items.
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
- Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices (Q5053119) (← links)