Risk and Return : Long-Run Relationships, Fractional Cointegration, and Return Predictability
Marcel-Dagenais Econometrics and Macroeconomics Seminar 2012-2013joint with the Département de sciences économiques, Université de Montréal & CIRANO room C-6149 (U. of Montreal, Pavillon Lionel-Groulx, 3150, rue Jean-Brillant) Organizers : Rui Castro (514-343-6760);