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 (In Press).

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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 Deposited: 27 Jun 2008
Last Modified: 27 Mar 2014 18:34
Contact Email Address: sw2O07@soton.ac.uk
URI: http://eprints.soton.ac.uk/id/eprint/51385

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