Title of article
Fractional cointegration and tests of present value models
Author/Authors
Guglielmo Maria Caporale، نويسنده , , Luis A. Gil-Alana، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
14
From page
245
To page
258
Keywords
Efficient markets hypothesis (EMH) , Present value (PV) models , Fractional integration , Fractional cointegration
Journal title
Review of Financial Economics
Serial Year
2004
Journal title
Review of Financial Economics
Record number
231291
Link To Document