Is integration I(d) applicable to observed economics and finance time series?
Year of publication: |
2009
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Authors: | Mccauley, Joseph L. ; Bassler, Kevin E. ; Gunaratne, Gemunu H. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 18.2009, 3, p. 101-108
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