平稳分数协整模型中窄带最小二乘的渐近正态性与波动率预测

Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting

• Bent Jesper Christensen · 奥胡斯大学
• Morten Ørregaard Nielsen · 康奈尔大学 通讯