Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests

✍ Scribed by Paresh Kumar Narayan; Russell Smyth

• Book ID: 116575228
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 171 KB
• Volume: 17
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/j.intfin.2005.10.002