Bivariate integer-autoregressive process with an application to mutual fund flows

Published 2019 View Full Article

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Title
Bivariate integer-autoregressive process with an application to mutual fund flows
Authors
Keywords
Compound autoregressive process, Memory persistence, Mutual funds, Non-linear forecasting
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 173, Issue -, Pages 181-203
Publisher
Elsevier BV
Online
2019-03-01
DOI
10.1016/j.jmva.2019.02.015

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