Browsing by Subject Fractional integration
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 2007 | On the integrated behaviour of non-stationary volatility in stock markets | Dionísio, A.; Menezes, R.; Mendes, D. A. | Article | Open Access |
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio | Goliński, A.; Madeira, J.; Rambaccussing, D. | Article | Open Access |
| 2014 | Testing for persistence change in fractionally integrated models: an application to world inflation rates | Martins, L. F.; Rodrigues, P. | Article | Embargoed Access |