Title of article
A looser cointegration concept using fractional integration parameters and quantification of market responsiveness
Author/Authors
H. D. Vinod، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
12
From page
399
To page
410
Keywords
time series , Long memory , Stock dividends , Prices & wages
Journal title
Journal of Statistical Planning and Inference
Serial Year
2002
Journal title
Journal of Statistical Planning and Inference
Record number
219289
Link To Document