Rongmao Zhang
- Identifying Cointegration by Eigenanalysis
2015/05/04 by Rongmao Zhang, Zhang, Rongmao, Peter M. Robinson +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Mechanics and Entropy #Theoretical and Computational Physics