Do Spanish stock market prices have a unit root? : Evidence from a fractional integration viewpoint
F. J. DePenya; L. A. Gil-Alana
| Year of publication: |
2004
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|---|---|
| Authors: | DePeña, Francisco Javier ; Gil-Alaña, Luis A. |
| Published in: |
European review of economics and finance. - Lisboa, ZDB-ID 2072873-6. - Vol. 3.2004, 1, p. 3-13
|
| Subject: | Aktienmarkt | Stock market | Einheitswurzeltest | Unit root test | Spanien | Spain | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002091248