Conditional Mean Reversion of Financial Ratios and the Predictability of Returns
Year of publication: |
[2021]
|
---|---|
Authors: | Boucher, Christophe ; Jasinski, Alexandre ; Tokpavi, Sessi |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Betriebliche Kennzahl | Financial ratio | Theorie | Theory | Mean Reversion | Mean reversion |
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