Testing mean reversion in financial market volatility: Evidence from S&P 500 index futures
| Year of publication: |
2008
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|---|---|
| Authors: | Bali, Turan G. ; Demirtas, K.Ozgur |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 1, p. 1-33
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