Fractional nonlinear cointegration relationship in Chinese stock market

被引：0

作者：

Jiang, Cuixia ^{[1
]}

机构：

[1] School of Mathematics and Information Science, Shandong Institute of Business and Technology, Yantai 264005, China

来源：

Journal of Computational Information Systems | 2008年 / 4卷 / 06期

关键词：

Cointegration - Error correction models - Fractional dimension - Nonlinear - Wavelet neural networks;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：2547 / 2554

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