Temporal aggregation of random walk processes and implications for economic analysis

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

ISSN: 1558-3708,  1081-1826

Year of publication: 2020

Volume: 24

Issue: 2

Type: Article

DOI: 10.1515/SNDE-2017-0102 GOOGLE SCHOLAR
Data source: Scopus