Pamplona, Navarra 31080
University of Navarra
in Total Papers Citations
Conditional Mean, Nonlinear time series, Non- linear Persistence, Nonlinear correlograms, Persistence in variance, Bull and bear markets.
Type II fractional Brownian motion, unbalanced cointegration, nonlinear least squares
Fractional cointegration, first‐stage methods, small‐b and fixed‐b asymptotic theory.JEL. C32
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