Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
Year of publication: |
2011
|
---|---|
Authors: | Chen, Shu-Ling ; Kim, Hyeongwoo |
Published in: |
International Economic Journal. - Taylor & Francis Journals, ISSN 1016-8737. - Vol. 25.2011, 2, p. 239-250
|
Publisher: |
Taylor & Francis Journals |
Subject: | Linear unit root test | nonlinear unit root test | nonlinear panel unit root test | international relative stock prices |
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