مرکز منطقه ای اطلاع رساني علوم و فناوري - Fractional cointegration and tests of present value models

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 :

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 :