A regime-switching model of stock returns with momentum and mean reversion

  1. Giner, J.
  2. Zakamulin, V.
Journal:
Economic Modelling

ISSN: 0264-9993

Year of publication: 2023

Volume: 122

Type: Article

DOI: 10.1016/J.ECONMOD.2023.106237 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus