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Conference papers
The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach
Valderio A. Reisen 1
Author
Igor V. M. Souza 2
Author
G.C. Franco 3
Author
Pascal Bondon 4
Mail :
Author IdHAL : pascal-bondon ORCID : https://orcid.org/0000-0002-5158-7337
2
UFMG - Universidade Federal de Minas Gerais [Belo Horizonte] (Av. Antônio Carlos, 6627 - Pampulha - Belo Horizonte - MG - Brazil)
3
Universidade Federal de Minas Gerais (Brazil)
4
Division Signaux - L2S (France)
- L2S - Laboratoire des signaux et systèmes : 1289 (Plateau de Moulon 3 rue Joliot Curie 91192 GIF SUR YVETTE CEDEX - France)
- CNRS - Centre National de la Recherche Scientifique (France)
- CentraleSupélec (3, rue Joliot Curie, Plateau de Moulon, 91192 GIF-SUR-YVETTE Cedex - France)
- UP11 - Université Paris-Sud - Paris 11 (Bâtiment 300 - 91405 Orsay cedex - France)
Domain :
Complete list of metadatas
https://hal-centralesupelec.archives-ouvertes.fr/hal-02003755
Contributor : Pascal Bondon <>
Submitted on : Friday, February 1, 2019 - 1:38:06 PM
Last modification on : Wednesday, April 8, 2020 - 3:37:15 PM
Contributor : Pascal Bondon <>
Submitted on : Friday, February 1, 2019 - 1:38:06 PM
Last modification on : Wednesday, April 8, 2020 - 3:37:15 PM
Identifiers
- HAL Id : hal-02003755, version 1
Collections
CENTRALESUPELEC | CNRS | SUP_LSS | L2S | UNIV-PARIS-SACLAY | SUP_SIGNAUX
Citation
Valderio A. Reisen, Igor 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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