Mean reversion and long memory in African stock market prices
| Year of publication: |
2011
|
|---|---|
| Authors: | Anoruo, Emmanuel ; Gil-Alana, Luis |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 35.2011, 3, p. 296-308
|
| Publisher: |
Springer |
| Subject: | Long Memory | Fractional Integration | Stock Market Returns |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149500