Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration
| Year of publication: |
2013
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|---|---|
| Authors: | Fasen, Vicky |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 2, p. 325-337
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