Modelling profitability of private equity : a fractional integration approach
Year of publication: |
2024
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Puertolas, Francisco |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 1, Art.-No. 102087, p. 1-17
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Subject: | Fractional integration | Long memory | Mean reversion | Private equity | Profitability | Private Equity | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Rentabilität | Gewinn | Profit |
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