Fractional cointegration in stochastic volatility models :: Afonso Gonçalves da Silva :: LSE 2007 :: OBNB, the Open British National Bibliography

Publication Data

Title Fractional cointegration in stochastic volatility models
Author Afonso Gonçalves da Silva
Contributors P. M. Robinson, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher LSE
Publication date 2007
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 22 June, 2007).

Topics

Cointegration

Catalogue Data

OBNB ID GBA748413
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 515.43

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Fractional cointegration in stochastic volatility models by Afonso Gonçalves da Silva. Published by LSE in 2007. Publication and catalogue information, links to buy online and reader comments.