Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Juan Wang, Dongxiang Zhang, Jian Zhang
| Year of publication: |
May 2015
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|---|---|
| Authors: | Wang, Juan ; Zhang, Dongxiang ; Zhang, Jian |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 37.2015, p. 157-164
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| Subject: | Asian stock markets | Mean reversion | Unit root test | Stationary test | Fourier function | Einheitswurzeltest | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Asien | Asia | Mean Reversion | Aktienmarkt | Stock market | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2014.11.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538307