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Fractional Co-Integration in Domestic and International Real Estate and Stock Markets

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  • John Okunev
  • Pat Wilson

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  • John Okunev & Pat Wilson, 1996. "Fractional Co-Integration in Domestic and International Real Estate and Stock Markets," Working Paper Series 65, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    • Handle: RePEc:uts:wpaper:65
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