A regime-switching model of stock returns with momentum and mean reversion
| Autor: | Giner, Javier, Zakamulin, Valeriy |
|---|---|
| Zdroj: | In Economic Modelling May 2023 122 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Giner, Javier, Zakamulin, Valeriy |
|---|---|
| Zdroj: | In Economic Modelling May 2023 122 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect