Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

Kiseok Nam، نويسنده , , Chong Soo Pyun، نويسنده , , Sei-Wan Kim، نويسنده ,

روزنامه با شماره پیاپی سال 2003

22

481

502

Asymmetric mean-reversion , Nonlinear asymmetric GARCH model , Pacific-basin stockmarkets

Journal of International Financial Markets, Institutions and Money

2003

Journal of International Financial Markets, Institutions and Money

189678