Mean reversion in the US stock market
type: Item
instance of: scholarly article
title: Mean reversion in the US stock market
zbMATH Open document ID: 1198.91177
author: Apostolos Serletis
author: Aryeh Adam Rosenberg
published in: Chaos, Solitons and Fractals
publication date: 2010-11-04T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B74
zbMATH DE Number: 5810323
MaRDI profile type: Publication
full work available at URL: j.chaos.2007.09.085
OpenAlex ID: W2064190404
cites work: Portfolio Analysis in a Stable Paretian Market
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cites work: No evidence of chaos but some evidence of dependence in the US stock market.
DOI: 10.1016/J.CHAOS.2007.09.085
description: scientific article; zbMATH DE number 5810323