Long-run and Cyclical Dynamics in the US Stock Market
Year of publication: |
2004-08-11
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Authors: | Gil-Alana, L.A. ; caporale, G.M. |
Institutions: | Econometric Society |
Subject: | Stock Market | Fractional Cycles | Long Memory | Gegenbauer Processes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Latin American Meetings 2004 Number 344 |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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