Mean reversion in the Philippine Stock Exchange
This research paper was intended to find statistical evidence of the phenomena of mean reversion in the Philippine Stock Exchange. Specifically, this paper was intended to meet three objectives: 1) the determination of evidence with regard to the presence of mean reversion 2) the provision of a risk...
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1996
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_honors/119 |
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| Institution: | De La Salle University |
| Language: | English |