Pages that link to "Item:Q3646976"
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The following pages link to Cointegration: Overview and Development (Q3646976):
Displaying 7 items.
- Editorial: Twenty years of cointegration (Q736549) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
- A novel regularization-based optimization approach to sparse mean-reverting portfolios selection (Q6088537) (← links)