Nonlinear mean reversion in stock prices
Year of publication: |
2008
|
---|---|
Authors: | Bali, Turan G. ; Demirtas, K. Ozgur ; Levy, Haim |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 5, p. 767-782
|
Subject: | Mean Reversion | Mean reversion | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | USA | United States |
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