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Half-life bias correction and the G7 stock markets
Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. - In: Economics letters 109 (2010) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10008806716
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Nonlinear mean reversion in the G7 stock markets
Kim, Hyeongwoo; Stern, Liliana V.; Stern, Michael L. - In: Applied financial economics 19 (2009) 4/6, pp. 347-355
Persistent link: https://www.econbiz.de/10003828501