A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation
| Year of publication: |
2002
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|---|---|
| Authors: | Khil, Jaeuk ; Lee, Bong-Soo |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 18.2002, 4, p. 381-404
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