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Average
crossing
time
: An alternative characterization of mean aversion and reversion
Donaldson, John B.
;
Mehra, Rajnish
- In:
Quantitative Economics
12
(
2021
)
3
,
pp. 903-944
"
Average
Crossing
Time
" or ACT. We argue that the ACT measure, per se, provides not only a useful benchmark for the degree of …
Persistent link: https://www.econbiz.de/10013189760
Saved in:
2
Average
crossing
time
: an alternative characterization of mean aversion and reversion
Donaldson, John B.
;
Mehra, Rajnish
- In:
Quantitative economics : QE ; journal of the …
12
(
2021
)
3
,
pp. 903-944
"
Average
Crossing
Time
" or ACT. We argue that the ACT measure, per se, provides not only a useful benchmark for the degree of …
Persistent link: https://www.econbiz.de/10012598519
Saved in:
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