Temporal aggregation of random walk processes and implications for economic analysis

  1. Ahmad, Y.S.
  2. Paya, I.
Revista:
Studies in Nonlinear Dynamics and Econometrics

ISSN: 1558-3708 1081-1826

Any de publicació: 2020

Volum: 24

Número: 2

Tipus: Article

DOI: 10.1515/SNDE-2017-0102 GOOGLE SCHOLAR