London calling: Nonlinear mean reversion across national stock markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference35 articles.
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4. The commodity terms of trade, unit roots, and nonlinear alternatives: A smooth transition approach;Balagtas;American Journal of Agricultural Economics,2009
5. Nonlinear mean reversion in stock prices;Bali;Journal of Banking & Finance,2008
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