A multivariate test against spurious long memory (Q1706443)
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scientific article; zbMATH DE number 6852079
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multivariate test against spurious long memory |
scientific article; zbMATH DE number 6852079 |
Statements
A multivariate test against spurious long memory (English)
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22 March 2018
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multivariate long memory
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semiparametric estimation
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spurious long memory
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fractional cointegration
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volatility
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0.9325503
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0.9050611
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0.8817103
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0.87925184
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0.8782734
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0.87759644
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0.8770306
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