Cointegration in continuous time for factor models (Q2633453)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration in continuous time for factor models |
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Cointegration in continuous time for factor models (English)
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8 May 2019
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cointegration
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infinite dimensional stochastic processes
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polynomial processes
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forward prices
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commodity markets
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