Adaptive inference in heteroskedastic fractional time series models

Giuseppe Cavaliere, Morten ßrregaard Nielsen and Robert Taylor

No 274716, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 47
Date: 2018-05
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Related works:
Journal Article: Adaptive Inference in Heteroscedastic Fractional Time Series Models (2022)
Working Paper: Adaptive Inference in Heteroskedastic Fractional Time Series Models (2020)
Working Paper: Adaptive Inference In Heteroskedastic Fractional Time Series Models (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:274716

DOI: 10.22004/ag.econ.274716

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