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Universal Cointegration and Its Applications
Cointegration focuses on whether the long-term linear relationship between two or more time series is stationary even if this linear relationship does not exist or is not strong for the short term. Identifying the potential cointegration is important for economics, ecology, meteorology, neuroscience...
Autores principales: | Tu, Chengyi, Fan, Ying, Fan, Jianing |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2019
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6744394/ https://www.ncbi.nlm.nih.gov/pubmed/31522121 http://dx.doi.org/10.1016/j.isci.2019.08.048 |
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