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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130728
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