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~isPartOf:"Department of Economics working papers"
~person:"Caporale, Guglielmo Maria"
~subject:"EU countries"
~subject:"Share price"
~subject:"Unit root test"
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Gil-Alaña, Luis A.
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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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