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THE STUDY OF MEAN REVERSION IN TEHRAN SECURITY EXCHANGE USING VARIANCE RATIO TEST
THE STUDY OF MEAN REVERSION IN TEHRAN SECURITY EXCHANGE USING VARIANCE RATIO TEST
2009
Tehrani Reza
H A Ansari
A R Saranj
Keywords:
Random walk
Ratio test
Financial economics
Economics
Mean reversion
variance ratio
Econometrics
Correction
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