A bivariate fractionally cointegrated relationship in the context of cyclical structures (Q3653255)
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scientific article; zbMATH DE number 5651264
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| English | A bivariate fractionally cointegrated relationship in the context of cyclical structures |
scientific article; zbMATH DE number 5651264 |
Statements
A bivariate fractionally cointegrated relationship in the context of cyclical structures (English)
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22 December 2009
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fractional cyclical integration
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fractional cyclical cointegration
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long memory
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0.8185905814170837
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0.8087562322616577
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0.808727502822876
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0.8021284341812134
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0.7993334531784058
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