Long-horizon mean-reverting stock prices revisited
Grant McQueen
| Year of publication: |
1992
|
|---|---|
| Authors: | McQueen, Grant R. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 27.1992, 1, p. 1-18
|
| Subject: | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | USA | United States | 1871-1987 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001122230