TY  - BOOK
AU  - Nielsen, Morten Orregaard
TI  - Local whittle analysis of stationary fractional cointegration and the implied realized volatility relation
PY  - 2007///
KW  - Economic Statistics
KW  - Fractional cointegration;Fractional integration;Long memory;Realized volatility;Semiparametric estimation;Whittle likelihood
ER  -