Stationary Component in Stock Prices: A Reappraisal of Empirical Findings
Year of publication: |
2007
|
---|---|
Authors: | Al-Zoubi, Haitham A. ; Maghyereh, Aktham |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 11.2007, 3-4, p. 287-322
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | moving blocks bootstrap | mean reversion | structural change long-horizon regressions |
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