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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Department of Economics working papers"
~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~subject:"EU countries"
~subject:"Theorie"
~subject:"Wirkungsanalyse"
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Time series analysis
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Caporale, Guglielmo Maria
Engle, Robert F.
Gil-Alaña, Luis A.
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Department of Economics working papers
CESifo working papers
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Oxford bulletin of economics and statistics
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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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2
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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3
Estimator choice and Fisher's paradox : a relevaluation of the evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
2000
Persistent link: https://www.econbiz.de/10001615076
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