Fractional cointegration and tests of present value models
| Year of publication: |
2004
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
| Published in: |
Review of financial economics : RFE. - Amsterdam [u.a.] : Elsevier, ISSN 1058-3300, ZDB-ID 11164773. - Vol. 13.2004, 3, p. 245-258
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