Modelling long-run trends and cycles in financial time series data

Guglielmo Maria Caporale, Juncal Cuñado () and Luis Gil-Alana

Journal of Time Series Analysis, 2013, vol. 34, issue 3, 405-421

Date: 2013
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Related works:
Working Paper: Modelling Long Run Trends and Cycles in Financial Time Series Data (2012)
Working Paper: Modelling Long-Run Trends and Cycles in Financial Time Series Data (2008)
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DOI: 10.1111/(ISSN)1467-9892

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