A simple non-linear model with fractional integration for financial time series data

  1. Gil-Alana, L.A.
Journal:
International Review of Financial Analysis

ISSN: 1057-5219

Year of publication: 2008

Volume: 17

Issue: 5

Pages: 838-848

Type: Article

DOI: 10.1016/J.IRFA.2008.04.003 GOOGLE SCHOLAR
Data source: Scopus