Fractional integration in daily stock market indexes

  1. Gil-Alana, L.A.
Revue:
Review of Financial Economics

ISSN: 1058-3300

Année de publication: 2006

Volumen: 15

Número: 1

Pages: 28-48

Type: Article

DOI: 10.1016/J.RFE.2005.02.003 GOOGLE SCHOLAR

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