Local Whittle Analysis of Stationary Fractional...

Journal of Business and Economic Statistics 2007 / 10 Vol. 25; Iss. 4

Local Whittle Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation

Morten Ørregaard Nielsen
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Volume:
25
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/27638948
Date:
October, 2007
File:
PDF, 2.46 MB
english, 2007
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