Time-varying cointegration model using wavelets (Q1726797)
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scientific article; zbMATH DE number 7026250
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| default for all languages | No label defined |
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| English | Time-varying cointegration model using wavelets |
scientific article; zbMATH DE number 7026250 |
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Time-varying cointegration model using wavelets (English)
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20 February 2019
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time-varying VEC model
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dynamic cointegration
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purchasing power parity
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wavelets
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0.9233728
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0.92115945
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0.8999784
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0.8983897
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0.89773667
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0.89613444
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