Modélisation non paramétrique de la relation entre les séries: la cointégration qualitative

Christophe Boya and Jean-Louis Monino

Innovations, 2013, vol. n° 42, issue 3, 211-235

Keywords: Bootstrap; Markov Chains; cointegration; qualitative data; binary methodology; returns series (search for similar items in EconPapers)
Date: 2013
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