A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

Research output: Contribution to conferencePaperpeer-review

Original languageAmerican English
StatePublished - 2014
EventEconometric Society European Meeting - Toulouse, France
Duration: 1 Aug 20141 Aug 2014

Conference

ConferenceEconometric Society European Meeting
Country/TerritoryFrance
CityToulouse
Period1/08/141/08/14

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