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

21

From page

28

To page

48

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