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Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks
Steven P. Clark, T. Daniel CogginVolume:
40
Language:
english
Pages:
19
DOI:
10.1007/s00181-010-0338-y
Date:
April, 2011
File:
PDF, 320 KB
english, 2011