Risk and return: Long-run relations, fractional cointegration, and return predictability
| Year of publication: |
2013
|
|---|---|
| Authors: | Bollerslev, Tim ; Osterrieder, Daniela ; Sizova, Natalia ; Tauchen, George |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 108.2013, 2, p. 409-424
|