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subject:"Mean reversion"
~isPartOf:"DNB working paper"
~isPartOf:"Energy economics"
~subject:"Unit root test"
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Search: subject_exact:"Mean-reverting process"
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Unit root test
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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
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2011
Persistent link: https://www.econbiz.de/10008903823
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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
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
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