نتایج جستجو برای: mean reversion behavior

تعداد نتایج: 1179581  

Journal: :Quantitative Economics 2021

This study compares and contrasts the multiple characterizations of mean reversion in financial time series as regards restrictions they imply. is accomplished by translating them into statements about an alternative measure, “Average Crossing Time” or ACT. We argue that ACT per se, provides not only a useful benchmark for degree reversion/aversion, but also intuitive, easily quantified sense o...

Journal: :International Journal of Accounting and Financial Reporting 2012

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