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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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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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2000
Persistent link: https://www.econbiz.de/10001615066
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