SECULAR MEAN REVERSION AND LONG‐RUN PREDICTABILITY OF THE STOCK MARKET (Q4998323)

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scientific article; zbMATH DE number 7369871
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SECULAR MEAN REVERSION AND LONG‐RUN PREDICTABILITY OF THE STOCK MARKET
scientific article; zbMATH DE number 7369871

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    SECULAR MEAN REVERSION AND LONG‐RUN PREDICTABILITY OF THE STOCK MARKET (English)
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    8 July 2021
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    boostrap simulation
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    long run
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    mean reversion
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    random walk
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    predictability
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    stock returns
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