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~isPartOf:"Department of Economics working papers"
~language:"eng"
~person:"Banerjee, Anindya"
~person:"Carletti, Elena"
~person:"Dong, Chang-Rui"
~person:"Gil-Alaña, Luis A."
~person:"Ichino, Andrea"
~person:"Lee, Chien-chiang"
~person:"Nitsan, Shemuʾel"
~subject:"Bank"
~subject:"Economic convergence"
~subject:"Estimation"
~subject:"USA"
~subject:"World"
~type_genre:"Working Paper"
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
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2000
Persistent link: https://www.econbiz.de/10001615066
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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1999
Persistent link: https://www.econbiz.de/10001615056
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