%0 Journal Article %1 Caporale2004a %A Caporale, Guglielmo Maria %A Gil-Alana, Luis A. %D 2004 %J Review of Financial Economics %K (EMH) Efficient Hypothesis Markets %N 3 %P 245--258 %T Fractional cointegration and tests of present value models %U http://www.sciencedirect.com/science/article/B6W61-4B2D0R2-2/1/309b4a509644c6d747f3ec2965766045 %V 13

@article{Caporale2004a, added-at = {2008-04-22T15:17:45.000+0200}, author = {Caporale, Guglielmo Maria and Gil-Alana, Luis A.}, biburl = {https://www.bibsonomy.org/bibtex/2b32ac163b3ee0354f71c2a61dd55e2c1/smicha}, interhash = {ff43fd7bb52e23844008b16103e96c52}, intrahash = {b32ac163b3ee0354f71c2a61dd55e2c1}, journal = {Review of Financial Economics}, keywords = {(EMH) Efficient Hypothesis Markets}, number = 3, pages = {245--258}, timestamp = {2008-04-22T15:21:46.000+0200}, title = {Fractional cointegration and tests of present value models}, url = {http://www.sciencedirect.com/science/article/B6W61-4B2D0R2-2/1/309b4a509644c6d747f3ec2965766045}, volume = 13, year = 2004 }