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Sentences with phrase «mean reversion behavior»
And unlike classical ARIMA time series models
the mean reversion behavior
is quite irregular — reversion may or may not occur anytime soon, and the speed of reversion may be slow or fast.
https://wattsupwiththat.com/
Not exact matches
Both
behaviors
lead to initial momentum and subsequent
mean
reversion
in prices.
https://www.researchaffiliates.com/
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