Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modelling nonlinearities in equity returns: the mean impact curve analysis |
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 |
Statements
Modelling nonlinearities in equity returns: the mean impact curve analysis (English)
0 references
21 March 2014
0 references
asymmetry
0 references
news impact curve
0 references
nonlinear mean reversion and aversion
0 references
0 references
0 references
