Modelling long-run trends and cycles in financial time series data
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Publication:2852600
DOI10.1111/jtsa.12010zbMath1273.91398OpenAlexW1919510772MaRDI QIDQ2852600
Luis A. Gil-Alana, Guglielmo Maria Caporale, Juncal Cunado
Publication date: 9 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/8548
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On cointegration for processes integrated at different frequencies ⋮ Business cycles, financial cycles and capital structure
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