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~isPartOf:"Bank of Italy Temi di Discussione (Working Paper)"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"IRTG 1792 Discussion Paper"
~language:"eng"
~person:"Orlando, C."
~subject:"Estimation"
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Orlando, C.
Caporale, Guglielmo Maria
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Linkages between the US and European Stock Markets : A Fractional Cointegration Approach
Caporale, Guglielmo Maria
-
2015
fractional integration and fractional cointegration techniques. These methods are more
general
and have higher power than the …
Persistent link: https://www.econbiz.de/10013014905
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