Fractional integration and mean reversion in stock prices
Guglielmo Maria Caporale; Luis A. Gil-Alana
| Year of publication: |
2002
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 42.2002, 3, p. 599-609
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| 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 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The quarterly review of economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001712171