The momentum and mean reversion of Nikkei index futures: a Markov chain analysis


Wang, S. and Peng, K. (2007) The momentum and mean reversion of Nikkei index futures: a Markov chain analysis. Advances in Quantitative Analysis of Finance and Accounting

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Item Type: Article
ISSNs: 1061-8910 (print)
Subjects: H Social Sciences > HG Finance
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 51385
Date :
Date Event
2007Submitted
2007["eprint_fieldopt_dates_date_type_inpress" not defined]
Date Deposited: 27 Jun 2008
Last Modified: 31 Mar 2016 12:29
URI: http://eprints.soton.ac.uk/id/eprint/51385

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