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Approximate whittle analysis of fractional cointegration and the stock market synchronization issue

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https://hal-univ-paris10.archives-ouvertes.fr/hal-01410658
Contributor : Administrateur Hal Nanterre <>
Submitted on : Tuesday, December 6, 2016 - 5:18:19 PM
Last modification on : Tuesday, November 19, 2019 - 9:30:57 AM

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  • HAL Id : hal-01410658, version 1

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Gilles de Truchis. Approximate whittle analysis of fractional cointegration and the stock market synchronization issue. Economic Modelling, Elsevier, 2013, 34, pp.98 - 105. ⟨hal-01410658⟩

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