TY - JOUR T1 - Use of the mean reversion model in the predicting stock market volatility JF - The Journal of Portfolio Management SP - 22 LP - 26 DO - 10.3905/jpm.1991.409338 VL - 17 IS - 3 AU - William Lewis Randolph Y1 - 1991/04/30 UR - https://pm-research.com/content/17/3/22.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -