Fractional integration and data frequency.

Gil-Alana, L.A. (Luis A.); Caporale, G.M. (Guglielmo M.)

Authors:

Gil-Alana, L.A. (Luis A.)

Caporale, G.M. (Guglielmo M.)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2010

Publisher:

Taylor and Francis

ISSN:

0094-9655

Citation:

Gil Alana, Luis A.; Caporale, Guglielmo M. Fractional integration and data frequency. Journal of Statistical Computation and Simulation, 2010, vol. 80 (2), pp. 121-132.

URI:

https://hdl.handle.net/10171/7129

Appears in Collections:

DA - Economía - Working Papers 2008

Files in This Item:

File

1227197518_WP_10_08_Alana_Caporale.pdf

Description

Size

368.09 kB

Format

Adobe PDF

View/Open

Statistics and impact

Statistics

0 citas en

Google Scholar

Show full item record