Javier Hualde

Financial Risk and Volatility Modeling (25) Monetary Policy and Economic Impact (24) Complex Systems and Time Series Analysis (14) Market Dynamics and Volatility (9) Italy: Economic History and Contemporary Issues (5)

Affiliations

Universidad Publica de Navarra

ES 2026 - 2010

Clinica Universidad de Navarra

ES 2007 - 2006

Universidad de Navarra

ES 2017 - 2002

London School of Economics and Political Science

GB 2003 - 2003

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Javier Hualde

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Publications

A simple test for the equality of integration orders PDF

Semiparametric inference in multivariate fractionally cointegrated systems

Fractional Integration and Cointegration: An Overview and an Empirical Application

DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION PDF

Root--consistent estimation of weak fractional cointegration

Cointegration in Fractional Systems with Unkown Integration Orders PDF

Cointegration in Fractional Systems with Unknown Integration Orders PDF

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