Mean reversion on global stock markets
Wolfgang Drobetz and Patrick Wegmann
| Year of publication: |
2002
|
|---|---|
| Authors: | Drobetz, Wolfgang ; Wegmann, Patrick |
| Published in: |
Swiss journal of economics and statistics. - Bern : Lang, ISSN 0303-9692, ZDB-ID 200233-4. - Vol. 138.2002, 3, p. 215-239
|
| Subject: | regime switching model | Internationaler Finanzmarkt | International financial market | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | G7-Staaten | G7 countries | Mean Reversion | Mean reversion | Maßzahl | Statistical measures |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in dt. und franz. Sprache In: Schweizerische Zeitschrift für Volkswirtschaft und Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001700625