Market efficiency of Baltic stock markets: A fractional integration approach
- Gil-Alana, L.A.
- Gupta, R.
- Shittu, O.I.
- Yaya, O.S.
Journal:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Year of publication: 2018
Volume: 511
Pages: 251-262
Type: Article