Fractional cointegration and tests of present value models

Guglielmo Maria Caporale and Luis Gil-Alana

Review of Financial Economics, 2004, vol. 13, issue 3, 245-258

Date: 2004
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Journal Article: Fractional cointegration and tests of present value models (2004)
Working Paper: Fractional cointegration and tests of present value models (2000)
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