Mean Reversion in Stock markets: Band-TAR Model
碩士 === 國立臺北大學 === 經濟學系 === 96 === Detecting mean reversion is in order to evidence market inefficiency. Many studies about mean reversion are in terms of Summers’ (1986) idea－stock price is composed of random walk and stationary components. They suggest that mean reversion is due to contrarian inves...
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| Format: | Others |
| Language: | zh-TW |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96363961517460562303 |