An Exploration for Mean Reversion
碩士 === 國立交通大學 === 財務金融研究所 === 95 === Mean reversion exists in many different forms within financial markets, and none of these forms is necessarily inconsistent with efficient markets. However, there is a lack of precision in what many investment practitioners and scholars mean by the term “mean rev...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35138358587580003442 |