Mean reversion in the US stock market (Q601386): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1016/j.chaos.2007.09.085
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+W2064190404
@@ Property / OpenAlex ID: W2064190404 / rank @@
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@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
+Normal rank
@@ Property / cites work @@
+Randomly Modulated Periodic Signals in Alberta's Electricity Market
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Q3667770
@@ Property / cites work: Q3667770 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Q4458322
@@ Property / cites work: Q4458322 / rank @@
+Normal rank
@@ Property / cites work @@
+No evidence of chaos but some evidence of dependence in the US stock market.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:601386