Average Crossing Time : An Alternative Characterization of Mean Aversion and Reversion
Year of publication: |
2019
|
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Authors: | Donaldson, John B. |
Other Persons: | Mehra, Rajnish (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Finanzmarkt | Financial market | Kapitalmarkttheorie | Financial economics | Simulation |
Extent: | 1 Online-Ressource (72 p) |
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Series: | NBER Working Paper ; No. w25519 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2019 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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