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Sarno, Lucio
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Estimating the mean-reverting component in stock prices : a cross-country comparison
Gallagher, Liam
- In:
Scottish journal of political economy : the journal of …
44
(
1997
)
5
,
pp. 566-582
Persistent link: https://www.econbiz.de/10001239983
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ESTIMATING THE MEAN-REVERTING COMPONENT IN STOCK PRICES: A CROSS COUNTRY COMPARISON
Gallagher, Liam A.
;
Sarno, Lucio
;
Taylor, Mark P.
- In:
Scottish journal of political economy : the journal of …
44
(
1997
)
5
,
pp. 566-582
Persistent link: https://www.econbiz.de/10007698933
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