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~isPartOf:"Department of Economics working papers"
~language:"eng"
~person:"Basu, Susanto"
~person:"Gil-Alaña, Luis A."
~person:"Glaeser, Edward L."
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
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Basu, Susanto
Gil-Alaña, Luis A.
Glaeser, Edward L.
Heckman, James J.
Herwartz, Helmut
Klaassen, Franc
Koopman, Siem Jan
Caporale, Guglielmo Maria
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Department of Economics working papers
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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
;
Gil-Alaña, Luis A.
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2000
Persistent link: https://www.econbiz.de/10001615066
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