Published in
Elsevier, Journal of Econometrics, 1(133), p. 343-371
DOI: 10.1016/j.jeconom.2005.03.018
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Journal article published in 2006 by
Bent Jesper Christensen 
,
Morten Ørregaard Nielsen
,
Morten Ørregaard Nielsen
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