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~isPartOf:"Economics and finance working paper series"
~person:"Chang, Chia-Lin"
~person:"Gil-Alaña, Luis A."
~person:"Kerstens, Kristiaan"
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Economics and finance working paper series
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
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Mean
reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
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3
Mean
reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
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