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person:"Dreger, Christian"
~isPartOf:"Review of financial economics : RFE"
~person:"Gil-Alaña, Luis A."
~subject:"Share price"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"ECM (Error correction model)"
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Dreger, Christian
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
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Review of financial economics : RFE
CESifo working papers
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Economics and finance working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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2
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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