Mean-reversion and long memory in the stock market indexes of some Latin American countries
Year of publication: |
2007
|
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Authors: | Gil-Alaña, Luis A. |
Published in: |
Latin American business review : journal of the Business Association of Latin American Studies (BALAS). - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1097-8526, ZDB-ID 1446446-9. - Vol. 8.2007, 1, p. 103-120
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Subject: | Aktienindex | Stock index | Mean Reversion | Mean reversion | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Nichtlineare Optimierung | Nonlinear programming | Lateinamerika | Latin America | 1988-2002 |
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