Title of article
Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Author/Authors
Kiseok Nam، نويسنده , , Chong Soo Pyun، نويسنده , , Augustine C.Arize، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
26
From page
563
To page
588
Keywords
Asymmetric mean reverting , Contrarian portfolio strategy , Stock marketoverreaction , Asymmetric GARCH model
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130728
Link To Document