Cointegration, Fractional Cointegration, and Exchange Rate...

Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

Richard T. Baillie and Tim Bollerslev
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Volume:
49
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2329172
Date:
June, 1994
File:
PDF, 347 KB
english, 1994
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