%0 Journal Article %1 Morana2005 %A Morana, Claudio %D 2005 %J Physica A: Statistical Mechanics and its Applications %K Fractional cointegration %N 1 %P 165--175 %T Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility %U http://www.sciencedirect.com/science/article/B6TVG-4G3D4K0-8/1/b6110200ce81b16a5ba2b5002b42600e %V 355

@article{Morana2005, added-at = {2008-04-22T10:36:30.000+0200}, author = {Morana, Claudio}, biburl = {https://www.bibsonomy.org/bibtex/2247670a6b185319e682767bce78e55bf/smicha}, day = 01, description = {Physica A}, interhash = {3c0be5339d144d5cccfe5f9fd24db832}, intrahash = {247670a6b185319e682767bce78e55bf}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Fractional cointegration}, month = Sep, number = 1, pages = {165--175}, timestamp = {2008-04-22T10:55:25.000+0200}, title = {Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility}, url = {http://www.sciencedirect.com/science/article/B6TVG-4G3D4K0-8/1/b6110200ce81b16a5ba2b5002b42600e}, volume = 355, year = 2005 }