Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
Gilles de Truchis
| Year of publication: |
2013
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|---|---|
| Authors: | Truchis, Gilles de |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 34.2013, p. 98-105
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| Subject: | Fractional cointegration | Frequency domain | Full-band estimator | Monte Carlo simulation | Parametric estimation | Schätztheorie | Estimation theory | Kointegration | Cointegration | Monte-Carlo-Simulation | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363738