@article {Nam:December 2002:0927-5398:563, author = "Nam K.", author = "Pyun C.S.", author = "Arize A.C.", title = "Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach", journal = "Journal of Empirical Finance", volume = "9", year = "December 2002", abstract = "", pages = "563-588(26)", url = "http://www.ingentaconnect.com/content/els/09275398/2002/00000009/00000005/art00011" doi = "doi:10.1016/S0927-5398(02)00011-7" }