@article{fractionalintegrationandcointegration,
  title = {Fractional integration and cointegration},
  author = {Javier Hualde and Morten Ørregaard Nielsen},
  year = {2022},
  eprint = {2211.10235},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.10235v1},
}