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By Mantalos Panagiotis  

International Journal of Computational Economics and Econometrics, Vol. 1, Iss. 3-4, 2010-01 ,pp. : 327-342

Inderscience Publishers

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Fractional cointegration: Monte Carlo estimates of critical values, with an application

By Sephton P. S.  

Applied Financial Economics, Vol. 12, Iss. 5, 2002-05 ,pp. : 331-335

Routledge Ltd

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Fractional cointegration tests with GARCH

By Tse Yiuman  

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Integration between neuro-fuzzy system and Monte Carlo simulation for duration estimation of the bored piles

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International Journal of Business and Systems Research, Vol. 7, Iss. 2, 2013-05 ,pp. : 189-207

Inderscience Publishers

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Evaluating currency market efficiency: are cointegration tests appropriate?

By Kellard Neil   Newbold Paul   Rayner Tony  

Applied Financial Economics, Vol. 11, Iss. 6, 2001-12 ,pp. : 681-691

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