Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion?
Year of publication: |
1991
|
---|---|
Authors: | Bonomo, m. ; Garcia, r. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | economic equilibrium | economic models | pricing |
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Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion?
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