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

DOI10.1111/BOER.12105zbMath1470.91264OpenAlexW2555928699MaRDI QIDQ4998323

Valeriy Zakamulin

Publication date: 8 July 2021

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12105

zbMATH Keywords

random walkstock returnsmean reversionpredictabilitylong runboostrap simulation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Financial markets (91G15)

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