Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach

✍ Scribed by Kiseok Nam; Chong Soo Pyun; Augustine C Arize

• Book ID: 117628156
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 224 KB
• Volume: 9
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(02)00011-7