Measuring the temporary component of stock prices: robust multivariate analysis (Q1978571)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1454333
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Measuring the temporary component of stock prices: robust multivariate analysis |
scientific article; zbMATH DE number 1454333 |
Statements
Measuring the temporary component of stock prices: robust multivariate analysis (English)
0 references
4 June 2000
0 references
stock prices
0 references
mean reversion
0 references
permanent-temporary decomposition
0 references
robust estimation
0 references
0.8486014
0 references
0.84049535
0 references
0.8355466
0 references
0.83365935
0 references
0.83014333
0 references
