Measuring the temporary component of stock prices: robust multivariate analysis (Q1978571)
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scientific article; zbMATH DE number 1454333
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| English | Measuring the temporary component of stock prices: robust multivariate analysis |
scientific article; zbMATH DE number 1454333 |
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Measuring the temporary component of stock prices: robust multivariate analysis (English)
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4 June 2000
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stock prices
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mean reversion
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permanent-temporary decomposition
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robust estimation
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0.8486014
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0.84049535
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0.8355466
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0.83365935
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0.83014333
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