Browse "KGSM-Journal Papers(저널논문)" by Subject Mean-reversion

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Spurious Mean-Reversion of Stock Prices in the State-Space Model

Choi, Won Hyeok; Jun, Duk Bin; Kim, Dong Soo; Noh, Jaesun, KAIST Business School Working Paper Series KBS-WP-2008-010, 2008-05

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