The Asymmetric Reverting Property of Stock Returns
Year of publication: |
2007
|
---|---|
Authors: | Nam, Kiseok |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 6.2007, 4, p. 1109-1109
|
Publisher: |
Berkeley Electronic Press |
Subject: | asymmetric reverting pattern | asymmetric nonlinear GARCH model | risk-return relationship |
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