Do Spanish stock market prices have a unit root? : Evidence from a fractional integration viewpoint

von DePeña, Francisco Javier
Veröffentlicht in European review of economics and finance (2004)

Testing of nonstationary cycles in financial time series data

von DePeña, Francisco Javier
Veröffentlicht in Review of quantitative finance and accounting (2006)

Mean reversion in the Spanish market prices using fractionally integrated semiparametric techniques

von DePeña, Francisco Javier
Veröffentlicht in International journal of theoretical and applied finance (2002)

Serial correlation in the Spanish Stock Market

von DePeña, Francisco Javier
Veröffentlicht in Global finance journal (2007)

Fundamentals and the origin of Fama-French factors : the case of the Spanish market

von DePeña, Francisco Javier
Veröffentlicht in Finance a úvěr (2010)