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~isPartOf:"Department of Economics working papers"
~person:"Gil-Alaña, Luis A."
~person:"Jansson, Michael"
~person:"Westerlund, Joakim"
~subject:"Purchasing power parity"
~subject:"Theorie"
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Gil-Alaña, Luis A.
Jansson, Michael
Westerlund, Joakim
Caporale, Guglielmo Maria
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Department of Economics working papers
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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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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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
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1999
Persistent link: https://www.econbiz.de/10001615056
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