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~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gil-Alaña, Luis A."
~subject:"Theorie"
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Review of financial economics : RFE
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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2
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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