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subject:"Mean reversion"
~isPartOf:"Applied financial economics"
~isPartOf:"DNB working paper"
~isPartOf:"Energy economics"
~subject:"Unit root test"
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1
Mean reversion in stock prices : implications for long-term investors
Spierdijk, Laura
;
Bikker, Jacob A.
-
2012
Persistent link: https://www.econbiz.de/10009526204
Saved in:
2
Statistical evidence on the mean reversion of interest rates
End, Jan-Willem van den
-
2011
Persistent link: https://www.econbiz.de/10008903823
Saved in:
3
Mean reversion in international stock markets : an empirical analysis of the 20th Century
Spierdijk, Laura
;
Bikker, Jacob A.
;
Hoek, Pieter van den
-
2010
Persistent link: https://www.econbiz.de/10003954433
Saved in:
4
An agent-based approach with collaboration among agents : estimation of wholesale electricity price on PJM and artificial data generated by a mean reverting model
Sueyoshi, Toshiyuki
- In:
Energy economics
32
(
2010
)
5
,
pp. 1025-1033
Persistent link: https://www.econbiz.de/10008934334
Saved in:
5
Nonlinear mean reversion in the G7 stock markets
Kim, Hyeongwoo
;
Stern, Liliana V.
;
Stern, Michael L.
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 347-355
Persistent link: https://www.econbiz.de/10003828501
Saved in:
6
Valuing flexibility : the case of an integrated gasification combined cycle power plant
Abadié Muñoz, Luis María
;
Chamorro, José-Maria
- In:
Energy economics
30
(
2008
)
4
,
pp. 1850-1881
Persistent link: https://www.econbiz.de/10003745329
Saved in:
7
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
8
Mean reversion and structural breaks in real exchange rates : South African evidence
Akinboade, Oludele Akinloye
;
Makina, Daniel
- In:
Applied financial economics
16
(
2006
)
4
,
pp. 347-358
Persistent link: https://www.econbiz.de/10003289245
Saved in:
9
Duration dependence in real estate investment trusts
Payne, James E.
;
Zuehlke, Thomas William
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 413-423
Persistent link: https://www.econbiz.de/10003289288
Saved in:
10
Real exchange rates and purchasing power parity : mean-reversion in economic thought
Taylor, Mark P.
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003291770
Saved in:
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