Local Whittle Analysis of Stationary Fractional Cointegration and the ImpliedRealized Volatility Relation
| Year of publication: |
2007
|
|---|---|
| Authors: | Nielsen, Morten Orregaard |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 25.2007, October, p. 427-446
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005429976