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
Keywords :
Efficient markets hypothesis (EMH) , Mean reversion , Fractional integration
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
