Nielsen, Morten Orregaard <br/><br/>
Local whittle analysis of stationary fractional cointegration and the implied realized volatility relation 
 J7992  2007 

 -  2007 
 - 247-446  V.  25  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Fractional cointegration;Fractional integration;Long memory;Realized volatility;Semiparametric estimation;Whittle likelihood;