| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061863 | Economics Letters | 2008 | 4 Pages |
Abstract
This paper derives a limit distribution result involving exponential functionals of integrated processes. This implies the availability of an additional class of functions for which the limit behavior of the average of a function of an integrated process is well-established.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jungick Lee, Robert M. de Jong,