source: International Journal of Risk Assessment and Management Issue: Volume 11, Number 1-2 / 2009 Pages: 59 - 66
title:
Mean reversion in the US treasury constant maturity rates
authors: Guglielmo Maria Caporale A1 and Luis A. Gil-Alana A2
2
title: Necessity of negative serial correlation for mean-reversion of stock prices
zuthors: Kwang-Il Choe, Kiseok Nam, Farshid Vahid
source:
Volume 47, Issue 4, Pages 481-584 (September 2007) Pages 576-583