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estimation and testing for fractional cointegrationpreprint submitted on 21 feb 2013 hal is a multi-disciplinary open access archive for the deposit and dissemination of
testing for fractional cointegration: the relationship between government popularity and economic performance in the uk james davidson∗ cardiff university july 2000 abstract…
fractional cointegration in stochastic volatility models afonso gonçalves da silva∗ peter m robinson department of economics london school of economics and political science…
estimation and testing for fractional cointegration marcel aloy, gilles de truchis to cite this version: marcel aloy, gilles de truchis. estimation and testing for fractional…
school of economics and management aarhus university bartholins allé 10 building 1322 dk-8000 aarhus c denmark creates research paper 2009-31 a no arbitrage fractional cointegration…
risk and return: long-run relationships, fractional cointegration, and return predictability∗ tim bollerslev†, daniela osterrieder‡, natalia sizova§, and george tauchen¶…
yolanda t. garcia and nerissa d. salayo 49 price dynamics and cointegration in the major markets of aquaculture species in the philippines yolanda t. garcia university of…
1. fractional dynamics on networks:!anomalous diffusion!and!levy flightsto present at the fractional club meeting!on 10/27/2014 by summer zhengpresenting the paper 'fractional…
risk and return: long-run relationships, fractional cointegration, and return predictability∗ tim bollerslev†, daniela osterrieder‡, natalia sizova§, and george tauchen¶…
price dynamics and cointegration among markets for abaca fiber in the bicol region philippines 1 erwin e torres 2 abstract this study explored the interrelationship of buying…
fractional dynamics and mds visualization of earthquake phenomena antónio m lopes ja tenreiro machado cma pinto amsf galhano abstract this paper analyses earthquake data…
escola superior d’enginyeries industrial, aeroespacial i audiovisual de terrassa computational fluid dynamics: fractional step method and its applications in internal
vol. 23 (ne-2) cálculo fraccionario noviembre 2013 9 u n i v e r s i d a d d e g u a n a j u a t o population dynamics with fractional equations (predator-prey) keywords:
fractional cointegration in stochastic volatility models afonso gonçalves da silva∗, peter m. robinson department of economics, london school of economics and political…
a wald test for the cointegration rank in nonstationary fractional systems marco avarucci and carlos velasco dipartimento di scienze economiche e aziendali, luiss guido carli…
fractional model on the dynamics of chicken pox with vaccination 1 aguegboh,nnaemeka s, 2uko ofe,3netochukwu e. onyiaji,4ugwu o. lovelyn 1department of mathematics, veritas
fractional order motion control outline inverse power law and heavy-tailedness jitter dynamics outlier’s data right fractional calculus based models 06/02/2014 fractional…
1 s o t s c t g p d a o v c d d t c e t a t w l n r i j 2 a research institute of diagnostics and cybernetics, xi’an jiaotong university, xi’an 710049, china
research article local fractional poisson and laplace equations with applications to electrostatics in fractal domain yang-yang li12 yang zhao3 gong-nan xie4 dumitru baleanu567…
1 chaotic phenomena and fractional-order dynamics in the trajectory control of redundant manipulators fernando b. m. duarte department. of mathematics, school of technology,…