FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (2008)

First Author: Da Silva A
Attributed to:  Semiparametric Methods in Spatial Econometrics funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/s0266466608080481

Publication URI: http://dx.doi.org/10.1017/s0266466608080481

Type: Journal Article/Review

Parent Publication: Econometric Theory

Issue: 5