Nonlinear mean reversion in stock prices : evidence from Asian markets
Year of publication: |
2007
|
---|---|
Authors: | Lim, Kian-Ping ; Liew, Venus Khim-sen |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 1, p. 25-29
|
Subject: | Börsenkurs | Share price | Mean Reversion | Mean reversion | Asien | Asia |
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