Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
| Year of publication: |
1994
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|---|---|
| Authors: | Baillie, Richard T. ; Bollerslev, Tim |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 49.1994, 2, p. 737-746
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