keyword mean-reversion behavior / (1 Article)
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Writer : Sinaei، Hassanali ؛ Mohamadi، Pooya ؛
Journal:اقتصاد مقداری»Summer 2017 - Number 53 Ranking: ب/ISC (26 page(s) - From 167 to 192 )
Keywords:emerging marketsmean-reversion behaviorrandom walk modeltrending behaviorvariance ratio testvariance ratio testMean-Reversion BehaviourTrending Behaviourrandom walk modelemerging markets
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| Journal اقتصاد مقداری 1 |
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trending behaviorTrending BehaviourMean-Reversion BehaviourVarianceRatio Testemergingmarketsrandom walk model
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