Tests for cointegration with infinite variance errors (Q1298440)
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scientific article; zbMATH DE number 1326123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for cointegration with infinite variance errors |
scientific article; zbMATH DE number 1326123 |
Statements
Tests for cointegration with infinite variance errors (English)
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1998
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symmetric stable process
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Size distortion
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Quadratic variation
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