A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838): Difference between revisions
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scientific article; zbMATH DE number 1719153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A looser cointegration concept using fractional integration parameters and quantification of market responsiveness |
scientific article; zbMATH DE number 1719153 |
Statements
A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (English)
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27 June 2002
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long memory
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time series
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stock dividends
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prices
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wages
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