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Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
Truchis, Gilles de - In: Economic modelling 34 (2013), pp. 98-105
Persistent link: https://www.econbiz.de/10010363738
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Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel; Truchis, Gilles de - In: Computational economics 48 (2016) 1, pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
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Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems
Dumitrescu, Elena-Ivona; Truchis, Gilles de - 2019
Persistent link: https://www.econbiz.de/10012241999
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Local Whittle analysis of stationary unbalanced fractional cointegration systems
Dubois, Florent; Dumitrescu, Elena-Ivona; Truchis, Gilles de - 2019 - Preliminary draft
Persistent link: https://www.econbiz.de/10012242004