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Items where Author is "da Silva, Afonso Gonçalves"

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da Silva, Afonso Gonçalves and Robinson, Peter (2008) Finite sample performance in cointegration analysis of nonlinear time series with long memory. Econometric Reviews, 27 (1). pp. 268-297. ISSN 0747-4938

da Silva, Afonso Gonçalves and Robinson, Peter M. (2008) Fractional cointegration in stochastic volatility models. Econometric Theory, 24 (05). pp. 1207-1253. ISSN 0266-4666

This list was generated on Mon Dec 9 17:07:03 2024 GMT.