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~institution:"School of Economics and Finance, Queen Mary"
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Bivariate FIGARCH and
Fractional
Cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
-
School of Economics and Finance, Queen Mary
-
1999
is as yet little consensus on the methodology for testing for
fractional
cointegration
. The contribution of this paper is …
Persistent link: https://www.econbiz.de/10005101777
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