A multivariate test against spurious long memory (Q1706443)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate test against spurious long memory |
scientific article |
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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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