R help - Apr 2010 - Calculating the half-life for mean-reversion

If this information is useful, please help other people find it:
Share via:

Velappan Periasamy

2010-Apr-11 06:59 UTC

[R] Calculating the half-life for mean-reversion

How to compute the half-life of mean-reversion for GLD-GDX?.

Possibly Parallel Threads

Search for more possibly parallel threads

Wisdom of the Ancients