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person:"Caporale, Guglielmo Maria"
~isPartOf:"Department of Economics working papers"
~person:"Darné, Olivier"
~person:"DeSantis, Mark"
~person:"Flepp, Raphael"
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Caporale, Guglielmo Maria
Darné, Olivier
DeSantis, Mark
Flepp, Raphael
Gil-Alaña, Luis A.
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
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