Papers - Fractional Cointegration, Long Memory, and Exchange Rate Dynamics
| Year of publication: |
1999
|
|---|---|
| Authors: | Pan, Ming-Shiun ; Liu, Y.Angela |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 8.1999, 3, p. 305-316
|