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A new approach to stock price modelling and the efficiency of the Italian stock exchange
Gardini, Attilio; Cavaliere, Giuseppe; Costa, Michele - In: Statistical Methods and Applications 8 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10008497277
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Tests for cointegration rank and choice of the alternative
Cavaliere, Giuseppe; Fanelli, Luca; Paruolo, Paolo - In: Statistical Methods and Applications 18 (2009) 2, pp. 169-191
Persistent link: https://www.econbiz.de/10004995414