Fractional Cointegration Chapter uri icon

author list (cited authors)

  • Chen, W. W., & Hurvich, C. M.

citation count

  • 1

complete list of authors

  • Chen, Willa W||Hurvich, Clifford M

editor list (cited editors)

  • Mikosch, T., KreiƟ, J., Davis, R. A., & Andersen, T. G.

Book Title

  • Handbook of Financial Time Series

publication date

  • February 2009