Persistence and long run co-movements across stock market prices
Year of publication: |
2023
|
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Authors: | Gil-Alaña, Luis A. ; Infante, Juan ; Martín-Valmayor, Miguel Angel |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 89.2023, p. 347-357
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Subject: | Co-movements | Fractional integration | Long memory | Mean reversion | Stock market prices | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market | Kointegration | Cointegration | Mean Reversion |
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