Modelling mean reversion of asset prices towards their fundamental value
Year of publication: |
1995
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Authors: | Chiang, R. ; Liu, P. ; Okunev, J. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 19.1995, 8, p. 1327-1340
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