Time-varying cointegration model using wavelets (2019)
In: Statistics & Probability Letters
Subjects: ANÁLISE DE ERROS ANÁLISE DE ONDALETAS
ABNT
FONSECA, Eder Lucio da; ALENCAR, Airlane Pereira; MORETTIN, Pedro Alberto. Time-varying cointegration model using wavelets. Statistics & Probability Letters, Amsterdam, Elsevier, v. 145, p. 260-267, 2019. Disponível em: < http://dx.doi.org/10.1016/j.spl.2018.09.017 > DOI: 10.1016/j.spl.2018.09.017.APA
Fonseca, E. L. da, Alencar, A. P., & Morettin, P. A. (2019). Time-varying cointegration model using wavelets. Statistics & Probability Letters, 145, 260-267. doi:10.1016/j.spl.2018.09.017NLM
Fonseca EL da, Alencar AP, Morettin PA. Time-varying cointegration model using wavelets [Internet]. Statistics & Probability Letters. 2019 ; 145 260-267.Available from: http://dx.doi.org/10.1016/j.spl.2018.09.017Vancouver
Fonseca EL da, Alencar AP, Morettin PA. Time-varying cointegration model using wavelets [Internet]. Statistics & Probability Letters. 2019 ; 145 260-267.Available from: http://dx.doi.org/10.1016/j.spl.2018.09.017