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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Apergēs, Nikolaos"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~person:"Wohar, Mark E."
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United States
Estimation
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fractional integration
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Cointegration
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Apergēs, Nikolaos
Gil-Alaña, Luis A.
Koopman, Siem Jan
Wohar, Mark E.
Cheung, Yin-Wong
3
Clarida, Richard H.
2
Gupta, Rangan
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Salisu, Afees A.
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International journal of finance & economics : IJFE
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economic modelling
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Applied economics
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Applied financial economics
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Oxford bulletin of economics and statistics
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Recherches économiques de Louvain
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
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