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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/20008
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dc.titleForecasting the Nikkei spot index with fractional cointegration
dc.contributor.authorLien, D.
dc.contributor.authorTse, Y.K.
dc.date.accessioned2011-02-24T06:55:32Z
dc.date.available2011-02-24T06:55:32Z
dc.date.issued1999
dc.identifier.citationLien, D.,Tse, Y.K. (1999). Forecasting the Nikkei spot index with fractional cointegration. Journal of Forecasting 18 (4) : 259-273. ScholarBank@NUS Repository.
dc.identifier.issn02776693
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/20008
dc.sourceScopus
dc.subjectConditional heteroscedasticity
dc.subjectError correction model
dc.subjectFractionally integrated error correction model
dc.subjectMartingale
dc.subjectNikkei stock average index
dc.subjectVector autoregression
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.sourcetitleJournal of Forecasting
dc.description.volume18
dc.description.issue4
dc.description.page259-273
dc.description.codenJOFOD
dc.identifier.isiutNOT_IN_WOS
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