한국 주식시장의 평균회귀,이탈 현상 재고찰 = A reexamination of Mean Reversion and Aversion in Korean Stock Prices

참고문헌 (Reference)

1 "한국 주식시장, 평균회귀인가, 이탈인가-시간연동모수기법을 이용한 추정" 한국국제경제학회 5 (5): 97-115, 1999

2 "주식수익률의 평균회귀현상에 관한 연구 재무연구" 한국재무학회 31-44, 1994

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