%0 Journal Article %1 Christensen2006 %A Christensen, Bent Jesper %A Nielsen, Morten Orregaard %D 2006 %J Journal of Econometrics %K Stationary cointegration fractional %N 1 %P 343--371 %T Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting %U http://www.sciencedirect.com/science/article/B6VC0-4G54HX0-1/2/dc3e7adf239959e9ad43c754bfff9acb %V 133

@article{Christensen2006, added-at = {2008-04-21T22:02:42.000+0200}, author = {Christensen, Bent Jesper and Nielsen, Morten Orregaard}, biburl = {https://www.bibsonomy.org/bibtex/29863837779271583cc5e4fbdfc0ad78d/smicha}, description = {Journal of Econometrics}, interhash = {11d9d0ff5236df280fed1b790511c57e}, intrahash = {9863837779271583cc5e4fbdfc0ad78d}, journal = {Journal of Econometrics}, keywords = {Stationary cointegration fractional}, month = Jul, number = 1, pages = {343--371}, timestamp = {2008-04-21T22:03:45.000+0200}, title = {Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting}, url = {http://www.sciencedirect.com/science/article/B6VC0-4G54HX0-1/2/dc3e7adf239959e9ad43c754bfff9acb}, volume = 133, year = 2006 }