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person:"Gil-Alaña, Luis A."
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Bulletin of economic research"
~isPartOf:"Department of Economics working papers"
~person:"Xi, Dan"
~subject:"Cointegration"
~subject:"Geldnachfrage"
~subject:"United States"
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Gil-Alaña, Luis A.
Xi, Dan
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1
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
2
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
3
Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
81
(
2006
),
pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
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