Fractional integration and mean reversion in stock prices

by Guglielmo Maria Caporale and Luis A. Gil-Alana

Year of publication:	2000
Authors:	Caporale, Guglielmo Maria ; Gil-Alaña, Luis A.
Publisher:	London : Univ. of East London
Subject:	Kointegration \| Cointegration \| Einheitswurzeltest \| Unit root test \| Schätzung \| Estimation \| Effizienzmarkthypothese \| Efficient market hypothesis \| Börsenkurs \| Share price \| Diskontierung \| Discounting \| Finanzanalyse \| Financial analysis \| Theorie \| Theory \| USA \| United States \| 1890-1993

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