%0 Journal Article %1 Dittmann2002 %A Dittmann, Ingolf %A Granger, Clive W. J. %D 2002 %J Journal of Econometrics %K Fractional integration %N 2 %P 113--133 %T Properties of nonlinear transformations of fractionally integrated processes %U http://www.sciencedirect.com/science/article/B6VC0-46MBVXC-2/2/071fb3dc64ff828c01ce6a10ff1852f6 %V 110

@article{Dittmann2002, added-at = {2008-04-21T22:02:42.000+0200}, author = {Dittmann, Ingolf and Granger, Clive W. J.}, biburl = {https://www.bibsonomy.org/bibtex/2b0b1ccd55088430b4c34dd9114e4fc2c/smicha}, description = {Journal of Econometrics}, interhash = {12e3a735eaafa77a451778737e9f8e7c}, intrahash = {b0b1ccd55088430b4c34dd9114e4fc2c}, journal = {Journal of Econometrics}, keywords = {Fractional integration}, month = Oct, number = 2, pages = {113--133}, timestamp = {2008-04-21T22:04:36.000+0200}, title = {Properties of nonlinear transformations of fractionally integrated processes}, url = {http://www.sciencedirect.com/science/article/B6VC0-46MBVXC-2/2/071fb3dc64ff828c01ce6a10ff1852f6}, volume = 110, year = 2002 }