Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070)
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scientific article; zbMATH DE number 6272026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling nonlinearities in equity returns: the mean impact curve analysis |
scientific article; zbMATH DE number 6272026 |
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Modelling nonlinearities in equity returns: the mean impact curve analysis (English)
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21 March 2014
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asymmetry
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news impact curve
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nonlinear mean reversion and aversion
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