Measuring the temporary component of stock prices: robust multivariate analysis
type: Item
instance of: scholarly article
title: Measuring the temporary component of stock prices: robust multivariate analysis
zbMATH Open document ID: 0948.91027
DOI: 10.1016/S0165-1765(99)00258-X
published in: Economics Letters
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1454333
zbMATH Keywords: stock prices
zbMATH Keywords: mean reversion
zbMATH Keywords: permanent-temporary decomposition
zbMATH Keywords: robust estimation
author: Liam A. Gallagher
author: Mark P. Taylor
MaRDI profile type: Publication
cites work: Q4230831
cites work: Q5612941
cites work: Q3996274
cites work: Periodically collapsing stock price bubbles: A robust test
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description: scientific article; zbMATH DE number 1454333