Fractional cointegration and tests of present value models
Year of publication: |
2000
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Publisher: |
Berlin : Sonderforschungsbereich 373 |
Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Diskontierung | Discounting | Finanzanalyse | Financial analysis | Theorie | Theory | USA | United States | 1871-1995 |
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