Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: FRACTIONAL INTEGRATION

The following papers have the keyword Fractional Integration:

  LOCAL WHITTLE ANALYSIS OF STATIONARY FRACTIONAL COINTEGRATION
  Time & Location: COINTEGRATION: ESTIMATION I
Sunday 25th August 2002, 14:30 - 16:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Nielsen, Morten

  LONG RANGE DEPENDENCE IN DAILY STOCK RETURNS
  Time & Location: LONG MEMORY I
Monday 26th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Caporale, Guglielmo Maria

Total Papers Listed: 2


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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