The Asymmetric Reverting Property of Stock Returns (Q3368302)
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scientific article; zbMATH DE number 5002358
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Asymmetric Reverting Property of Stock Returns |
scientific article; zbMATH DE number 5002358 |
Statements
The Asymmetric Reverting Property of Stock Returns (English)
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27 January 2006
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asymmetric reverting pattern
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asymmetric nonlinear GARCH model
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risk-return relationship
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0.7500196695327759
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0.7406580448150635
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0.7288839221000671
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0.7287482023239136
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0.7260379791259766
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