Fractional integration and cointegration in US financial time series data

  1. Caporale, G.M.
  2. Gil-Alana, L.A.
Journal:
Empirical Economics

ISSN: 1435-8921,  0377-7332

Year of publication: 2014

Volume: 47

Issue: 4

Pages: 1389-1410

Type: Article

DOI: 10.1007/S00181-013-0780-8 GOOGLE SCHOLAR lock_openOpen access editor

Sustainable development goals

Data source: Scopus