| 000 | 00668nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aNielsen, Morten Orregaard | ||
| 240 | _aJournal of Business and Economic Statistics (Q) | ||
| 245 | _aLocal whittle analysis of stationary fractional cointegration and the implied realized volatility relation | ||
| 246 |
_aJ7992 _f2007 |
||
| 260 | _c2007 | ||
| 300 |
_bV. 25 _cIssue. 4 _a247-446 |
||
| 366 | _b2007 | ||
| 366 | _bOct | ||
| 650 | _aEconomic Statistics | ||
| 653 | _aFractional cointegration;Fractional integration;Long memory;Realized volatility;Semiparametric estimation;Whittle likelihood; | ||
| 942 | _cJA | ||
| 999 |
_c47017 _d47017 |
||