Open UTDAcademic Journal Reviews
10.1016/j.jfineco.2013.01.002
ArticleJournal of Financial Economics

Risk and return: Long-run relations, fractional cointegration, and return predictability

Tim BollerslevDaniela OsterriederNatalia SizovaGeorge Tauchen
2013Volume 108 · Issue 2pp. 409-424
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