Please use this identifier to cite or link to this item:
https://olympias.lib.uoi.gr/jspui/handle/123456789/36909
Title: | Fractional Cointegration Analysis and Applications |
Institution and School/Department of submitter: | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών |
Subject classification: | Econometrics |
Keywords: | FVCAR model, Financial, Econometrics,Log Returns |
URI: | https://olympias.lib.uoi.gr/jspui/handle/123456789/36909 http://dx.doi.org/10.26268/heal.uoi.16622 |
Appears in Collections: | Διατριβές Μεταπτυχιακής Έρευνας (Masters) - ΟΕ |
Files in This Item:
File | Description | Size | Format | |
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Master_FCVAR_Model (7).pdf | Fractional Cointegration Analysis and Applications | 915.52 kB | Adobe PDF | View/Open |
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