Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (Q3539876)
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scientific article; zbMATH DE number 5368905
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| English | Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory |
scientific article; zbMATH DE number 5368905 |
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Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (English)
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19 November 2008
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fractional cointegration
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memory estimation
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stochastic volatility
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0.77215176820755
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0.7598468065261841
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0.7591345906257629
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0.7558796405792236
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0.7510343790054321
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