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subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Economics and finance working paper series"
~subject:"Derivative"
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Search: subject_exact:"Mean Reversion"
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Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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2
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
3
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
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4
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
5
On the persistence of prices in Mexico : a fractional integration approach
Ventosa-Santaulària, Daniel
;
Gómez-Zaldívar, Manuel
; …
- In:
Applied economics
49
(
2017
)
60
,
pp. 6014-6023
Persistent link: https://www.econbiz.de/10011845899
Saved in:
6
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
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