Mean reversion of the ibovespa price-earnings ratios
Year of publication: |
2020
|
---|---|
Authors: | Amorim, Daniel Penido de Lima ; Camargos, Marcos Antônio de ; Bressan, Aureliano Angel |
Published in: |
Latin American business review. - Binghamton, NY : [Verlag nicht ermittelbar], ISSN 1528-6932, ZDB-ID 2096818-8. - Vol. 21.2020, 4, p. 327-352
|
Subject: | cointegration | Ibovespa | mean reversion | Price-earnings ratio | unit root | Mean Reversion | Mean reversion | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Finanzanalyse | Financial analysis | Theorie | Theory |
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