Open AccessAverage Crossing Time: An Alternative Characterization of Mean Aversion and Reversion
Author(s) -
John B. Donaldson,
Rajnish Mehra
Publication year - 2019
Language(s) - English
Resource type - Reports
DOI - 10.3386/w25519
Subject(s) - reversion , mean reversion , characterization (materials science) , economics , econometrics , statistics , mathematics , biology , materials science , nanotechnology , biochemistry , gene , phenotype