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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066
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Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10014461170
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Persistent link: https://www.econbiz.de/10012436055