$Forecasting the Nikkei spot index with fractional cointegration$

Forecasting the Nikkei spot index with fractional cointegration

Journal of Forecasting

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Bibliographic Details
Main Authors:	Lien, D., Tse, Y.K.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	Conditional heteroscedasticity Error correction model Fractionally integrated error correction model Martingale Nikkei stock average index Vector autoregression
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/20008
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Institution:	National University of Singapore

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