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postgraduate thesis: The statistical tests on mean reversion properties in financial markets

TitleThe statistical tests on mean reversion properties in financial markets
Authors
Issue Date1994
PublisherThe 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
DegreeMaster of Philosophy
SubjectStatistical hypothesis testing.
Stock price forecasting - Mathematical models.
Stocks - Prices - Mathematical models.
Stocks - Economic aspects - Mathematical models.
Dept/ProgramStatistics

 

DC FieldValueLanguage
dc.contributor.authorWong, Chun-mei, May.-
dc.contributor.author王春美-
dc.date.issued1994-
dc.identifier.citationWong, 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.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B31211975-
dc.subject.lcshStatistical hypothesis testing.-
dc.subject.lcshStock price forecasting - Mathematical models.-
dc.subject.lcshStocks - Prices - Mathematical models.-
dc.subject.lcshStocks - Economic aspects - Mathematical models.-
dc.titleThe statistical tests on mean reversion properties in financial markets-
dc.typePG_Thesis-
dc.identifier.hkulb3121197-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3121197-
dc.date.hkucongregation1994-

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