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.
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File name: j-9892.
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Type II fractional Brownian motion, unbalanced cointegration, nonlinear least squares
File name: JTSA.
Fractional cointegration, first‐stage methods, small‐b and fixed‐b asymptotic theory.JEL. C32
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