Modelling mean reversion of asset prices towards their fundamental value
| Year of publication: |
1995
|
|---|---|
| Authors: | Chiang, Raymond ; Liu, Peter ; Okunev, John |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 19.1995, 8, p. 1327-1340
|
| Publisher: |
Elsevier |