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Fathoming the theta method for a unit root process

Thomakos, D.; Nikolopoulos, K.

Authors

D. Thomakos



Citation

Thomakos, D., & Nikolopoulos, K. (2014). Fathoming the theta method for a unit root process. IMA Journal of Management Mathematics, 25(1), https://doi.org/10.1093/imaman/dps030

Journal Article Type Article
Publication Date 2014
Deposit Date Oct 14, 2020
Journal IMA Journal of Management Mathematics
Print ISSN 1471-678X
Electronic ISSN 1471-6798
Publisher Oxford University Press
Volume 25
Issue 1
DOI https://doi.org/10.1093/imaman/dps030
Public URL https://durham-repository.worktribe.com/output/1290101