Mean reversion and long memory in African stock market prices

Emmanuel Anoruo and Luis Gil-Alana

Journal of Economics and Finance, 2011, vol. 35, issue 3, 296-308

Keywords: Long Memory; Fractional Integration; Stock Market Returns; C4; F3; G15 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (14)

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Working Paper: Mean reversion and long memory in African stock market prices (2010)
Working Paper: Mean reversion and long memory in African stock market prices (2010)
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DOI: 10.1007/s12197-010-9124-0

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