Can a well-fitted equilibrium asset pricing model produce mean reversion?
| Year of publication: |
1992-01
|
|---|---|
| Authors: | Bonomo, MArco Antonio ; Garcia, Rene |
| Institutions: | Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 270 21 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005222446