Cointegration and sampling frequency (Q3018501)

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Cointegration and sampling frequency
scientific article

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    title
    Cointegration and sampling frequency (English)
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    author
    Marcus J. Chambers
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    publication date
    27 July 2011
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    Mathematics Subject Classification ID
    62M10
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    62H12
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    62F12
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    62J05
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    62E20
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    65C60
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    zbMATH DE Number
    5932402
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    zbMATH Keywords
    fully modified estimation
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    cites work
    Q3719692
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