The Asymmetric Reverting Property of Stock Returns (Q3368302)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Asymmetric Reverting Property of Stock Returns |
scientific article |
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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