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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
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Share price
fractional integration
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Gil-Alaña, Luis A.
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International journal of finance & economics : IJFE
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Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
2
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
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