%0 Generic
%T Momentum and Mean Reversion in a Semi-Markov Model for Stock Returns
%A Giner, Javier
%A Zakamulin, Valeriy
%I SSRN
%K time-series momentum
%K mean reversion
%K bull and bear markets
%K duration dependence
%K semi-Markov model
%D [2022]
%C SSRN
%C [S.l.]
%U http://slubdd.de/katalog?TN_libero_mab2
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