Regime-Switching Stock Returns and Mean Reversion

Steen Nielsen, Jan Overgaard Olesen

Research output: Working paperResearch

6 Downloads (Pure)
Original languageEnglish
Place of PublicationKøbenhavn
Number of pages30
Publication statusPublished - 2000

Cite this

Nielsen, S., & Overgaard Olesen, J. (2000). Regime-Switching Stock Returns and Mean Reversion.