Work

Long Memory Models and Tests for Cointegration: A Synthesizing Study

Year: 2002

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Aaron Smallwood, Stefan C. Norrbin

Institutions: University of Oklahoma, Florida State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1536597708

Cites: 37

Cited by:

Related to: 10