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subject:"Time series analysis"
~person:"Akdoğan, Kurmaş"
~person:"Bao, Yong"
~person:"Demirtas, K. Ozgur"
~subject:"1982-2002"
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Akdoğan, Kurmaş
Bao, Yong
Demirtas, K. Ozgur
Gil-Alaña, Luis A.
22
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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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2
Mean-reversion and structural change in European food prices
Akdoğan, Kurmaş
- In:
Central Bank review / The Central Bank of the Republic …
18
(
2018
)
4
,
pp. 163-173
Persistent link: https://www.econbiz.de/10011983441
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3
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
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4
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
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