Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926)
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English | Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting |
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (English)
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25 April 2016
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