Showing 1 - 10 of 393
Persistent link: https://www.econbiz.de/10013434415
Persistent link: https://www.econbiz.de/10002148132
Persistent link: https://www.econbiz.de/10000859578
Persistent link: https://www.econbiz.de/10002193680
This paper elaborates on the alternative measure of persistence recently suggested in Marques (2004), which is based on the idea of mean reversion. A formal distinction between γ, the unconditional probability of a given process not crossing its mean in period t and γ̂, its estimator, is made...
Persistent link: https://www.econbiz.de/10002817409
Persistent link: https://www.econbiz.de/10002863076
Persistent link: https://www.econbiz.de/10001504016
Persistent link: https://www.econbiz.de/10001650843
Persistent link: https://www.econbiz.de/10001637033
Persistent link: https://www.econbiz.de/10000615610