Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks
type: Item
instance of: scholarly article
title: Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks
zbMATH Open document ID: 1194.91201
author: Yang-Cheng Lu
author: Tsangyao Chang
author: Ken Hung
author: Wen-Chi Liu
published in: Mathematics and Computers in Simulation
publication date: 2010-09-02T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5777751
zbMATH Keywords: mean reversion
zbMATH Keywords: stock prices
zbMATH Keywords: G-7 stock markets
zbMATH Keywords: panel stationary test with structural breaks
MaRDI profile type: Publication
full work available at URL: j.matcom.2010.02.010
OpenAlex ID: W2016704850
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DOI: 10.1016/J.MATCOM.2010.02.010
description: scientific article; zbMATH DE number 5777751