A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Offer Lieberman (Bar-Ilan University, Israel)
• Field
  Econometrics

• Location
  Amsterdam Econometrics Seminars and Workshop Series
  Amsterdam
• Date and time

  April 04, 2014
  00:00