Asymptotic normality of narrow-band least squares in the...

Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting

Bent Jesper Christensen, Morten Ørregaard Nielsen
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Volume:
133
Year:
2006
Language:
english
Pages:
29
DOI:
10.1016/j.jeconom.2005.03.018
File:
PDF, 363 KB
english, 2006
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