ESTIMATING THE MEAN-REVERTING COMPONENT IN STOCK PRICES: A CROSS COUNTRY COMPARISON
| Year of publication: |
1997
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|---|---|
| Authors: | Gallagher, Liam A. ; Sarno, Lucio ; Taylor, Mark P. |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 2192226. - Vol. 44.1997, 5, p. 566-582
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