Recovering cointegration via wavelets in the presence of non-linear patterns
- Martínez Compains, J.
- Rodríguez Carreño, I.
- Gençay, R.
- Trani, T.
- Ramos Vilardell, D.
ISSN: 1558-3708, 1081-1826
Année de publication: 2021
Volumen: 25
Número: 5
Pages: 255-265
Type: Article