Fractional integration and mean reversion in stock prices

  1. Caporale, G.M.
  2. Gil-Alana, L.A.
Journal:
Quarterly Review of Economics and Finance

ISSN: 1062-9769

Year of publication: 2002

Volume: 42

Issue: 3

Pages: 599-609

Type: Article

DOI: 10.1016/S1062-9769(00)00085-5 GOOGLE SCHOLAR
Data source: Scopus