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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Beard, Thomas Randolph"
~person:"Caporale, Guglielmo Maria"
~subject:"Mean Reversion"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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