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

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

ISSN: 0264-9993

Argitalpen urtea: 2023

Alea: 122

Mota: Artikulua

DOI: 10.1016/J.ECONMOD.2023.106237 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus