Asymptotic likelihood based inference for cointegrated homogenous Gaussian diffusions
M. Kessler and A. Rahbek
| Year of publication: |
1999
|
|---|---|
| Authors: | Kessler, Mathieu ; Rahbek, Anders |
| Publisher: |
Aarhus |
| Subject: | Kointegration | Cointegration | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | 19 S |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 47 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001456590