A multivariate test against spurious long memory (Q1706443)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multivariate test against spurious long memory |
scientific article; zbMATH DE number 6852079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate test against spurious long memory |
scientific article; zbMATH DE number 6852079 |
Statements
A multivariate test against spurious long memory (English)
0 references
22 March 2018
0 references
multivariate long memory
0 references
semiparametric estimation
0 references
spurious long memory
0 references
fractional cointegration
0 references
volatility
0 references
0 references
0 references
0 references
0 references
0.9325503
0 references
0.9050611
0 references
0 references
0.8817103
0 references
0.87925184
0 references
0.8782734
0 references
0.87759644
0 references
0.8770306
0 references
