Regime-switching stock returns and mean reversion

by Steen Nielsen & Jan Overgaard Olesen

Year of publication:	2001
Authors:	Nielsen, Steen ; Overgaard Olesen, Jan
Published in:	Empirical studies of price behaviour in the Danish stock market. - København, ISBN 87-593-8122-1. - 2001, p. 125-155
Subject:	regime switching \| Kapitaleinkommen \| Capital income \| Dänemark \| Denmark \| Mean Reversion \| Mean reversion

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