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person:"Alberto, Carlos"
~person:"Gil-Alaña, Luis A."
~subject:"multivariate fractional integration"
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multivariate fractional integration
Multivariate Analyse
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Alberto, Carlos
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
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Economics and finance working paper series
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The empirical economics letters : a monthly international journal of economics
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
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