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subject:"Time series analysis"
~isPartOf:"Applied economics letters"
~subject:"Mean reversion"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Mean reversion
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mean reversion
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Gustavsson, Magnus
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Shen, Xin
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Applied economics letters
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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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2
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina
;
Ülkü, Numan
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
Saved in:
3
Mean reversion in the US unemployment rate : evidence from bootstrapped out-of-sample forecasts
Gustavsson, Magnus
;
Österholm, Pär
- In:
Applied economics letters
18
(
2011
)
7/9
,
pp. 643-646
Persistent link: https://www.econbiz.de/10009230947
Saved in:
4
Nonlinearities in Central and Eastern European stock markets
Harrison, Barry
;
Moore, Winston
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1363-1366
Persistent link: https://www.econbiz.de/10009348015
Saved in:
5
Asymmetric mean reversion in corporate profits
Ewing, Bradley T.
;
Thompson, Mark A.
- In:
Applied economics letters
14
(
2007
)
13/15
,
pp. 935-938
Persistent link: https://www.econbiz.de/10003606147
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