The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

JC Vides, AA Golpe, J Iglesias - International Review of Economics & …, 2020 - Elsevier
In this paper, we consider the possibility that a fractionally cointegrated vector
autoregressive (FCVAR) model could serve as a novel empirical tool for examining the US …
被引用次数：3 相关文章

The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

JC Vides, AA Golpe, J Iglesias - International Review of …, 2020 - econpapers.repec.org
In this paper, we consider the possibility that a fractionally cointegrated vector
autoregressive (FCVAR) model could serve as a novel empirical tool for examining the US …

[引用][C] The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

JC Vides, AA Golpe, J Iglesias - … of Economics and …, 2020 - produccioncientifica.ucm.es

The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach

JC Vides, AA Golpe, J Iglesias - International Review of Economics …, 2020 - ideas.repec.org
In this paper, we consider the possibility that a fractionally cointegrated vector
autoregressive (FCVAR) model could serve as a novel empirical tool for examining the US …