Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests

Gilbert V. Nartea, Harold Glenn A. Valera, Maria Luisa G. Valera

Year of publication:	2021
Authors:	Nartea, Gilbert V. ; Valera, Harold Glenn A. ; Valera, Maria Luisa G.
Published in:	International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 73.2021, p. 214-230
Subject:	Mean reversion \| Quantile unit root regression \| Stock prices \| Einheitswurzeltest \| Unit root test \| Börsenkurs \| Share price \| Mean Reversion \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Regressionsanalyse \| Regression analysis \| Schätztheorie \| Estimation theory \| Asiatisch-pazifischer Raum \| Asia-Pacific region

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