The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach - CentraleSupélec Access content directly
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The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach

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Statistics Theory [stat.TH]

Pascal Bondon  : Connect in order to contact the contributor

https://hal-centralesupelec.archives-ouvertes.fr/hal-02003755

Submitted on : Friday, February 1, 2019-1:38:06 PM

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hal-02003755 , version 1 (01-02-2019)

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  • HAL Id : hal-02003755 , version 1

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Valderio A. Reisen, Igor V. M. Souza, G.C. Franco, Pascal Bondon. The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach. 12th International Conference on Computational and Financial Econometrics, Dec 2018, Pisa, Italy. ⟨hal-02003755⟩

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CNRS SUP_LSS SUP_SIGNAUX CENTRALESUPELEC UNIV-PARIS-SACLAY GS-ENGINEERING GS-COMPUTER-SCIENCE
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