Long-Horizon Mean-Reverting Stock Prices Revisited

Authors
Grant McQueen Grant McQueen
Citation
Grant McQueen et Grant McQueen, Long-Horizon Mean-Reverting Stock Prices Revisited, Journal of financial and quantitative analysis, 27(01), 1992, pp. 1
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
01
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:01<1:LMSPR>2.0.ZU;2-J