Nonlinear mean reversion in stock prices
Turan G. Bali, K. Ozgur Demirtas, Haim Levy
| Year of publication: |
2008
|
|---|---|
| Authors: | Bali, Turan G. ; Demirtas, K. Ozgur ; Levy, Haim |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 5, p. 767-782
|
| Subject: | Mean Reversion | Mean reversion | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003702750