Title of article
Fractional integration and mean reversion in stock prices
Author/Authors
Guglielmo Maria Caporale، نويسنده , , Luis A. Gil-Alana، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
11
From page
599
To page
609
Keywords
Efficient markets hypothesis (EMH) , Mean reversion , Fractional integration
Journal title
Quarterly Review of Economics and Finance
Serial Year
2002
Journal title
Quarterly Review of Economics and Finance
Record number
178347
Link To Document