مرکز منطقه ای اطلاع رساني علوم و فناوري - Modelling mean reversion of asset prices towards their fundamental value

Title of article :

Modelling mean reversion of asset prices towards their fundamental value

Author/Authors :

Raymond Chiang، نويسنده , , Peter Liu، نويسنده , , John Okunev، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

1327

To page :

1340

Keywords :

Mean reversion , Fundamental value

Journal title :

Journal of Banking and Finance

Serial Year :

1995

Journal title :

Journal of Banking and Finance

Record number :

192817

Link To Document :