The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach
| Autor: | A. Reisen, Valderio, Souza, Igor, Franco, G.C., Bondon, Pascal |
|---|---|
| Přispěvatelé: | Universade Federal Do Espirito Santo, Universidade Federal de Minas Gerais [Belo Horizonte] (UFMG), Universidade Federal de Minas Gerais, Laboratoire des signaux et systèmes (L2S), Université Paris-Sud - Paris 11 (UP11)-CentraleSupélec-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: | |
| Zdroj: | 12th International Conference on Computational and Financial Econometrics 12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy |
| Popis: | International audience |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|