Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
| Year of publication: |
2006
|
|---|---|
| Authors: | Christensen, Bent Jesper ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 133.2006, 1, p. 343-372
|