FRACTIONAL INTEGRATION AT ZERO AND THE CYCLICAL FREQUENCIES IN THE SPECIFICATION OF US PRICES
Year of publication: |
2005
|
---|---|
Authors: | GIL-ALANA, L. A. |
Published in: |
The Singapore Economic Review (SER). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6837. - Vol. 50.2005, 02, p. 169-173
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Fractional integration | business cycles | long-range dependence |
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