Market efficiency of Baltic stock markets: A fractional integration approach
- Gil-Alana, L.A.
- Gupta, R.
- Shittu, O.I.
- Yaya, O.S.
Revista:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Ano de publicación: 2018
Volume: 511
Páxinas: 251-262
Tipo: Artigo