Keywords: Fractional cointegration
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Journal Articles
International Journal of Emerging Markets (2015) 10 (4): 711–725.
Published: 21 September 2015
...Mohamed Bilel Triki; Samir Maktouf Purpose – The purpose of this paper is to focus on whether the deviations from the cointegrating relationship possess long memory and the fractional cointegration analyses may capture a wider range of mean-reversion behaviour than standard cointegration analyses...

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