Market efficiency of Baltic stock markets: A fractional integration approach

  1. Gil-Alana, L.A.
  2. Gupta, R.
  3. Shittu, O.I.
  4. Yaya, O.S.
Revista:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Any de publicació: 2018

Volum: 511

Pàgines: 251-262

Tipus: Article

DOI: 10.1016/J.PHYSA.2018.07.029 GOOGLE SCHOLAR