Long-run and cyclical dynamics in the US stock market
Guglielmo Maria Caporale and Luis Gil-Alana
| Year of publication: |
2014
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 2, p. 147-161
|
| Subject: | stock market | fractional cycles | long memory | Gegenbauer processes | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | USA | United States | Schätzung | Estimation | Konjunktur | Business cycle | Theorie | Theory | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| 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/10010424845