Title of article
Bivariate FIGARCH and fractional cointegration
Author/Authors
Celso Brunetti، نويسنده , , Christopher L. Gilbert، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2000
Pages
22
From page
509
To page
530
Keywords
ECM , FIGARCH , Fractional cointegration
Journal title
Journal of Empirical Finance
Serial Year
2000
Journal title
Journal of Empirical Finance
Record number
130679
Link To Document