Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Year of publication: |
May 2015
|
---|---|
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
|
Subject: | Asian stock markets | Mean reversion | Unit root test | Stationary test | Fourier function | Einheitswurzeltest | Börsenkurs | Share price | Mean Reversion | Asien | Asia | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process |
-
Si, Dengkui, (2018)
-
Narayan, Paresh Kumar, (2012)
-
Why frequency matters for unit root testing
Boswijk, Herman Peter, (2004)
- More ...
-
Volatility Spillovers between Equity and Bond Markets: Evidence from G7 and BRICS
Zhang, Jian, (2013)
-
Does Venture Capital Spur Economic Growth? Evidence from Israel
Zhang, Biao, (2013)
-
Revisiting purchasing power parity for East Asian countries: sequential panel selection method
Zhang, Dongxiang, (2013)
- More ...