Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory |
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Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (English)
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19 November 2008
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fractional cointegration
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memory estimation
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stochastic volatility
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