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subject:"Time series analysis"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Iranian economic review : journal of University of Tehran"
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A study of testing mean reversion in the inflation rate of Iran’s provinces : new evidence using quantile unit root test
Hadizadeh, Arash
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
2
,
pp. 371-392
Persistent link: https://www.econbiz.de/10012220856
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2
A threshold model for local volatility : evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
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3
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
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