Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Year of publication: |
December 2015
|
---|---|
Authors: | Kim, Hyeongwoo ; Ryu, Deockhyun |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 227-241
|
Subject: | Persistence | Contrarian strategy | Momentum strategy | Short memory in mean | Short-memory in distribution | Max half-life | Portfolio switching strategies | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Theorie | Theory | Anlageverhalten | Behavioural finance | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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