The momentum and mean reversion of Nikkei index futures : a Markov chain analysis
Ke Peng; Shiyun Wang
| Year of publication: |
2008
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| Authors: | Peng, Ke ; Wang, Shiyun |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 6.2008, p. 239-251
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009924769