Recovering cointegration via wavelets in the presence of non-linear patterns

  1. Martínez Compains, J.
  2. Rodríguez Carreño, I.
  3. Gençay, R.
  4. Trani, T.
  5. Ramos Vilardell, D.
Journal:
Studies in Nonlinear Dynamics and Econometrics

ISSN: 1558-3708,  1081-1826

Year of publication: 2021

Volume: 25

Issue: 5

Pages: 255-265

Type: Article

DOI: 10.1515/SNDE-2018-0120 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus