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scientific article; zbMATH DE number 1719153
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English
A looser cointegration concept using fractional integration parameters and quantification of market responsiveness
scientific article; zbMATH DE number 1719153

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    A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (English)
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    27 June 2002
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    long memory
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    time series
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    stock dividends
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    prices
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    wages
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