Nonlinear mean reversion in stock prices: evidence from Asian markets
نویسندگان
چکیده
منابع مشابه
Mean Reversion in Stock Index Futures Markets: a Nonlinear Analysis
written while he was a Visiting Scholar at the Federal Reserve Bank of St. Louis. The authors are grateful to Abhay Abhyankar, Bernard Dumas, Mark Taylor, and Dick van Dijk for useful conversations or comments on previous drafts. The usual disclaimer applies, meaning that the authors alone are responsible for any errors that may remain and for the views expressed in the paper. *Correspondence a...
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ژورنال
عنوان ژورنال: Applied Financial Economics Letters
سال: 2007
ISSN: 1744-6546,1744-6554
DOI: 10.1080/17446540600796073