Department of Economics and Business Economics

Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation

Research output: Working paperResearch

  • School of Economics and Management
Original languageEnglish
Place of publicationAfdeling for Virksomhedsledelse, Aarhus Universitet
Number of pages34
Publication statusPublished - 2002

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ID: 266520