Mean reversion and long memory in African stock market prices
Year of publication: |
2011
|
---|---|
Authors: | Anoruo, Emmanuel ; Gil-Alaña, Luis A. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 35.2011, 3, p. 296-308
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Afrika | Africa | 1993-2006 |
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