Fractional integration and mean reversion in stock prices
| Year of publication: |
2002
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alana, 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 11142170. - Vol. 42.2002, 3, p. 599-610
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