✦ LIBER ✦

Necessity of negative serial correlation for mean-reversion of stock prices

✍ Scribed by Kwang-Il Choe; Kiseok Nam; Farshid Vahid

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dependence and mean reversion in stock p

✍ A. Assaf 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 194 KB

An investigation of the mean reversion o

✍ Ming-Hsiang Chen; Woo Gon Kim; Ching-Yi Chen 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 198 KB

Asymptotic expansions for the mean and v

✍ WHITE, JOHN S. 📂 Article 📅 1961 🏛 Oxford University Press 🌐 English ⚖ 346 KB

Asymptotic Expansions for the Mean and V

✍ John S. White 📂 Article 📅 1961 🏛 Oxford University Press 🌐 English ⚖ 680 KB

Stochastic modelling for evolution of st

✍ Ana M. Aguilera; Francisco A. Ocaña; Mariano J. Valderrama 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 103 KB 👁 2 views

A New Formula for the Variance of a Syst

✍ Mangold, Donald C. 📂 Article 📅 1975 🏛 American Statistical Association 🌐 English ⚖ 177 KB