Modelling profitability of private equity : a fractional integration approach
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Francisco Puertolas
| Year of publication: |
2024
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Puertolas, Francisco |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 1, Art.-No. 102087, p. 1-17
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| Subject: | Fractional integration | Long memory | Mean reversion | Private equity | Profitability | Private Equity | Zeitreihenanalyse | Time series analysis | Rentabilität | Mean Reversion | Theorie | Theory | ARMA-Modell | ARMA model | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451482