Comovements between Diffusion Processes: Characterization, Estimation, and Testing
| Year of publication: |
1997
|
|---|---|
| Authors: | Corradi, Valentina |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 13.1997, 5, p. 646-666
|