Fractional integration and cointegration in stock prices and exchange rates

Economics Bulletin

Volumn 30, Issue 1, 2010, Pages 115-129

  Aloy, Marcel ^a   Boutahar, Mohamed ^b   Gente, Karine ^a   Péguin feissolle, Anne ^b  

^a AIX MARSEILLE UNIVERSITY   (France)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77953574236     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

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