The Autoregressive Conditional Root (ACR) Model

Bec ; Rahbek ; Shephard, Frédérique ; Anders ; Neil
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Bec ; Rahbek ; Shephard, Frédérique ; Anders ; Neil: Crest
Authors registered in the RePEc Author Service: Neil Shephard () and Frédérique Bec

No 2005-26, Working Papers from Centre de Recherche en Economie et Statistique

Keywords: optimal; matching (search for similar items in EconPapers)
Date: 2005, Revised 2005

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