Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities

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Bibliographic Details
Published in:Computational economics 2015
Main Authors: Aloy, Marcel, de Truchis, Gilles
Format: Article
Language:English
Subjects:
Economics and Finance
Humanities and Social Sciences
Online Access:Get full text
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Description
Summary:Forthcoming
ISSN:0927-7099
1572-9974