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. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 25.2011, 2, p. 239-250
|
Subject: | Mean Reversion | Mean reversion | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Asien | Asia | 1987-2007 |
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