Thread: Relationship between mean reversion constant and period of oscillating series
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Old October 27th, 2009, 03:21 PM
jalsck jalsck is offline
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I have found what appears to be very close to the answer via simple harmonic motion:

Period = (2 * Pi) / (k^0.5)

James
Last edited by jalsck; October 27th, 2009 at 03:32 PM.
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