مرکز منطقه ای اطلاع رساني علوم و فناوري - Fractional integration in daily stock market indexes

Title of article :

Fractional integration in daily stock market indexes

Author/Authors :

L.A. Gil-Alana، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

To page :

Keywords :

Stock Market , Long memory , Unit roots , Mean reversion

Journal title :

Review of Financial Economics

Serial Year :

2006

Journal title :

Review of Financial Economics

Record number :

231324

Link To Document :