Cointegration in continuous time for factor models (Q2633453)
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scientific article; zbMATH DE number 7052592
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Cointegration in continuous time for factor models |
scientific article; zbMATH DE number 7052592 |
Statements
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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0.9326214
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0.9018692
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0.8929072
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0.89250594
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0.88805044
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