has been cited by the following article(s):
[1]
|
Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models
Economic Research-Ekonomska Istraživanja,
2018
DOI:10.1080/1331677X.2018.1456358
|
|
|
[2]
|
SPEED OF MEAN REVERSION: AN EMPIRICAL ANALYSIS OF KSE, LSE AND ISE INDICES
Technological and Economic Development of Economy,
2018
DOI:10.3846/20294913.2017.1342286
|
|
|
[3]
|
Optimal Dividend and Issuance of Equity Policies in the Presence of Interest
Journal of Mathematical Finance,
2018
DOI:10.4236/jmf.2018.82020
|
|
|