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postgraduate thesis: The statistical tests on mean reversion properties in financial markets
| Title | The statistical tests on mean reversion properties in financial markets |
|---|---|
| Authors | |
| Issue Date | 1994 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Wong, C. M. [王春美]. (1994). The statistical tests on mean reversion properties in financial markets. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121197 |
| Degree | Master of Philosophy |
| Subject | Statistical hypothesis testing. Stock price forecasting - Mathematical models. Stocks - Prices - Mathematical models. Stocks - Economic aspects - Mathematical models. |
| Dept/Program | Statistics |
| Persistent Identifier | http://hdl.handle.net/10722/32369 |
| HKU Library Item ID | b3121197 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Wong, Chun-mei, May. | - |
| dc.contributor.author | 王春美 | - |
| dc.date.issued | 1994 | - |
| dc.identifier.citation | Wong, C. M. [王春美]. (1994). The statistical tests on mean reversion properties in financial markets. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3121197 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/32369 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B31211975 | - |
| dc.subject.lcsh | Statistical hypothesis testing. | - |
| dc.subject.lcsh | Stock price forecasting - Mathematical models. | - |
| dc.subject.lcsh | Stocks - Prices - Mathematical models. | - |
| dc.subject.lcsh | Stocks - Economic aspects - Mathematical models. | - |
| dc.title | The statistical tests on mean reversion properties in financial markets | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3121197 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Statistics | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b3121197 | - |
| dc.date.hkucongregation | 1994 | - |
| dc.identifier.mmsid | 991012203009703414 | - |