Threshold mean reversion in stock prices
Fredj Jawadi
| Year of publication: |
2008
|
|---|---|
| Authors: | Jawadi, Fredj |
| Published in: |
Risk management and value : valuation and asset price. - New Jersey [u.a.] : World Scientific, ISBN 981-277-073-9. - 2008, p. 477-493
|
| Subject: | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Mean Reversion | Mean reversion | Empirische Methode | Empirical method | Frankreich | France | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686202