Fractional cointegration and tests of present value models
by Guglielmo Maria Caporale and Luis A. Gil-Alana
| Year of publication: |
1999
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Publisher: |
London : Univ. of East London |
| Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Diskontierung | Discounting | Finanzanalyse | Financial analysis | Theorie | Theory | USA | United States | 1871-1995 |
| Extent: | 25 S |
|---|---|
| Series: | Department of Economics working papers. - London, ZDB-ID 2202152-8. - Vol. 21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.uel.ac.uk/economics/wp21.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001615056