Title of article
Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
Author/Authors
Kiseok Nam، نويسنده , , Chong Soo Pyun، نويسنده , , Sei-Wan Kim، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
22
From page
481
To page
502
Keywords
Asymmetric mean-reversion , Nonlinear asymmetric GARCH model , Pacific-basin stockmarkets
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2003
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189678
Link To Document