مرکز منطقه ای اطلاع رساني علوم و فناوري - A looser cointegration concept using fractional integration parameters and quantification of market responsiveness

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 :

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 :