Noncontemporaneous cointegration and the importance of timing
Year of publication: |
02 Apr. 2004 ; [Elektronische Resource]
|
---|---|
Other Persons: | Nielsen, Morten Ørregaard (contributor) |
Institutions: | Centre for Analytical Finance <Århus> (contributor) |
Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
Subject: | Kointegration | Cointegration | Zeit | Time |
-
Darrat, Ali F., (1999)
-
Money demand in a banking time economy
Gillman, Max, (2003)
-
Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard, (2005)
- More ...
-
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard, (2004)
-
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard, (2002)
-
Hyperbolic processes in finance
Bibby, Bo Martin, (2001)
- More ...