Modeling of stock markets with mean reversion

10.1109/ICCA.2007.4376835

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Bibliographic Details
Main Authors:	Eng, M.H., Wang, Q.-G.
Other Authors:	ELECTRICAL & COMPUTER ENGINEERING
Format:	Conference or Workshop Item
Published:	2014
Subjects:	Mean reversion
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/70996
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-70996
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spelling	sg-nus-scholar.10635-709962015-02-01T12:53:54Z Modeling of stock markets with mean reversion Eng, M.H. Wang, Q.-G. ELECTRICAL & COMPUTER ENGINEERING Mean reversion 10.1109/ICCA.2007.4376835 2007 IEEE International Conference on Control and Automation, ICCA 2615-2618 2014-06-19T03:18:40Z 2014-06-19T03:18:40Z 2008 Conference Paper Eng, M.H.,Wang, Q.-G. (2008). Modeling of stock markets with mean reversion. 2007 IEEE International Conference on Control and Automation, ICCA : 2615-2618. ScholarBank@NUS Repository. <a href="https://doi.org/10.1109/ICCA.2007.4376835" target="_blank">https://doi.org/10.1109/ICCA.2007.4376835</a> 1424408180 http://scholarbank.nus.edu.sg/handle/10635/70996 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Mean reversion
spellingShingle	Mean reversion Eng, M.H. Wang, Q.-G. Modeling of stock markets with mean reversion
description	10.1109/ICCA.2007.4376835
author2	ELECTRICAL & COMPUTER ENGINEERING
author_facet	ELECTRICAL & COMPUTER ENGINEERING Eng, M.H. Wang, Q.-G.
format	Conference or Workshop Item
author	Eng, M.H. Wang, Q.-G.
author_sort	Eng, M.H.
title	Modeling of stock markets with mean reversion
title_short	Modeling of stock markets with mean reversion
title_full	Modeling of stock markets with mean reversion
title_fullStr	Modeling of stock markets with mean reversion
title_full_unstemmed	Modeling of stock markets with mean reversion
title_sort	modeling of stock markets with mean reversion
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/70996
_version_	1681087302782156800

Modeling of stock markets with mean reversion

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