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
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页码：2547 / 2554
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