Fractional integration and mean reversion in stock prices
- Caporale, G.M.
- Gil-Alana, L.A.
ISSN: 1062-9769
Année de publication: 2002
Volumen: 42
Número: 3
Pages: 599-609
Type: Article
ISSN: 1062-9769
Année de publication: 2002
Volumen: 42
Número: 3
Pages: 599-609
Type: Article