Long Term Mean Reversion of Stock Prices Based on Fractional Integration.
| Autor: | Duk Bin Jun1 dbjun@business.kaist.ac.kr, Yongjin Kim2, Dae Keun Park |
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| Zdroj: | International Journal of Management Science (12260797). Nov2011, Vol. 17 Issue 2, p85-97. 13p. 4 Charts, 2 Graphs. |
| Databáze: | Business Source Ultimate |
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