Fractional integration and cointegration in financial time series
door Paulius Stakėnas
| Year of publication: |
2013
|
|---|---|
| Authors: | Stakėnas, Paulius |
| Publisher: |
[Amsterdam] : Thela Thesis |
| Subject: | Staatspapier | Government securities | Volatilität | Volatility | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States | 1983-2000 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | IV, 126 S. graph. Darst. |
|---|---|
| Series: | Tinbergen Institute research series. - Rotterdam : Rozenberg, ZDB-ID 1161359-2. - Vol. 545 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Amsterdam, Univ., Diss., 2013 |
| Notes: | Zsfassung in niederl. Sprache |
| ISBN: | 978-90-361-0327-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009713163