Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (Q991161)
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scientific article; zbMATH DE number 5777751
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| English | Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks |
scientific article; zbMATH DE number 5777751 |
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Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks (English)
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2 September 2010
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mean reversion
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stock prices
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G-7 stock markets
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panel stationary test with structural breaks
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0.8874510526657104
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0.7333871722221375
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0.7288182377815247
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0.7193623781204224
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0.7089075446128845
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