A new method based on range to detect mean reversion

Muneer Shaik, Maheswaran S

Year of publication:	2020
Authors:	Shaik, Muneer ; Maheswaran, S.
Published in:	IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 32.2020, 2, p. 208-216
Subject:	Mean reversion \| Expected lifetime range ratio \| Moving average MA (1) model \| Lo and MacKinlay variance ratio statistic \| Indian stock market \| Mean Reversion \| Indien \| India \| Börsenkurs \| Share price \| Aktienmarkt \| Stock market \| Statistische Methodenlehre \| Statistical theory \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Prognoseverfahren \| Forecasting model

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