APA (7th ed.) Citation

Caporale, G. M., & Gil-Alaña, L. A. (2011). Fractional integration and cointegration in US financial time series data. CESifo.

Chicago Style (17th ed.) Citation

Caporale, Guglielmo Maria, and Luis A. Gil-Alaña. Fractional Integration and Cointegration in US Financial Time Series Data. Munich: CESifo, 2011.

MLA (9th ed.) Citation

Caporale, Guglielmo Maria, and Luis A. Gil-Alaña. Fractional Integration and Cointegration in US Financial Time Series Data. CESifo, 2011.