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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
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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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Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003428295
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