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person:"Gil-Alaña, Luis A."
~isPartOf:"Review of financial economics : RFE"
~person:"Cheung, Yin-Wong"
~subject:"Efficient market hypothesis"
~subject:"Kointegration"
~subject:"United Kingdom"
~type:"article"
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Gil-Alaña, Luis A.
Cheung, Yin-Wong
Caporale, Guglielmo Maria
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Review of financial economics : RFE
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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
Saved in:
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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