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~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Caporale, Guglielmo Maria"
~subject:"Einheitswurzeltest"
~subject:"United States"
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Einheitswurzeltest
United States
Cointegration
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Estimation
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
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Bohl, Martin T.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
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Economics and finance working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
CESifo Working Paper Series
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DIW Berlin Discussion Paper
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Applied financial economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Review of financial economics : RFE
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Empirica : journal of european economics
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IHS economics series : working paper
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of business economics and management
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Journal of international financial markets, institutions & money
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Reihe Ökonomie
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The Manchester School
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The journal of international trade & economic development
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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2
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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