Modelling profitability of private equity : a fractional integration approach
Year of publication: |
July 2022
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Puertolas, Francisco |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | private equity | profitability | fractional integration | long memory | mean reversion | Private Equity | Private equity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Rentabilität | Profitability | Gewinn | Profit |
Extent: | 1 Online-Ressource (circa 42 Seiten) |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 9843 (2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/263773 [Handle] |
Classification: | C22 - Time-Series Models ; C59 - Econometric Modeling. Other ; Y10 - Data: Tables and Charts |
Source: | ECONIS - Online Catalogue of the ZBW |
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