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Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico.
In: CREATES Research Papers.
RePEc:aah:create:2019-02.

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  1. Multivariate Fractional Components Analysis. (2019). Jucknewitz, Roland ; Hartl, Tobias ; Weigand, Roland.
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:38283.

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