Mean Reversion in Net Discount Ratios: A Study in the...

Journal of Risk and Insurance 2008 / 03 Vol. 75; Iss. 1

Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models

Steven P. Clark, T. Daniel Coggin and Faith R. Neale
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Volume:
75
Language:
english
Journal:
The Journal of Risk and Insurance
DOI:
10.2307/25145271
Date:
March, 2008
File:
PDF, 1.94 MB
english, 2008
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