Fractional cointegration and tests of present value models
Guglielmo Maria Caporale, Luis A. Gil-Alana
| Year of publication: |
2004
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| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 13.2004, 3, p. 245-258
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002087632