Fractional cointegration: Monte Carlo estimates of critical values, with an application
| Year of publication: |
2002
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|---|---|
| Authors: | Sephton, P.S. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 5, p. 331-336
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