Is integration I(d) applicable to observed economics and finance time series?

International Review of Financial Analysis

Volumn 18, Issue 3, 2009, Pages 101-108

  McCauley, Joseph L ^a   Bassler, Kevin E ^a,b   Gunaratne, Gemunu H ^a,c  

^a University of Houston   (United States)

^b UNIVERSITY OF HOUSTON   (United States)

^c INSTITUTE OF FUNDAMENTAL STUDIES   (Sri Lanka)

Author keywords

Cointegration; Ergodicity; Integration I(d); Martingales; Unit root; White noise

Indexed keywords

EID: 68649115994     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.03.004     Document Type: Article

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