scientific article; zbMATH DE number 5260104

zbMATH Open1174.91584MaRDI QIDQ5453315FDOQ5453315

Authors: Danhong Liu, Shi-ying Zhang 

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

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zbMATH Keywords

cointegrationintegrationpersistencecopersistence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical economics (91B99)

Cited In (4)

• Analysis of hedging based on co-persistence theory
• Study of persistence and copersistence for conditional moments of time series
• Research on the relationship of co-persistence based on high-frequency financial time series
• Study of existence of co-persistence in volatility

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