A multivariate test against spurious long memory (Q1706443)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A multivariate test against spurious long memory |
scientific article |
Statements
A multivariate test against spurious long memory (English)
0 references
22 March 2018
0 references
multivariate long memory
0 references
semiparametric estimation
0 references
spurious long memory
0 references
fractional cointegration
0 references
volatility
0 references
0 references
0 references
0 references
0 references