Fractional cointegration and tests of present value models

By Guiglielmo Maria Caporale, L. Gil‐Alana. 2004

71 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c15bf7f96cf132ee182ab5ee8ca00c0f844280f2