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Measuring the temporary component of stock prices: robust multivariate analysis

Economics Letters, 67(2): 193--200, 2000.
Authors: Liam A. Gallagher and Mark P. Taylor
URL: http://www.sciencedirect.com/science/article/B6V84-3YRVPG4-C/2/fd476554c1ba5e205f3388776aecaccc
Description: Economics Letters
Tags: Robust estimation
| URL | BibTeX  
@article{Gallagher2000,
title = {Measuring the temporary component of stock prices: robust multivariate analysis},
author = {Liam A. Gallagher and Mark P. Taylor},
journal = {Economics Letters},
month = {May},
number = {2},
pages = {193--200},
url = {http://www.sciencedirect.com/science/article/B6V84-3YRVPG4-C/2/fd476554c1ba5e205f3388776aecaccc},
volume = {67},
year = {2000},
description = {Economics Letters},
keywords = {Robust estimation }
}