//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~person:"Amorim, Daniel Penido de Lima"
~person:"Bao, Yong"
~person:"Demirtas, K. Ozgur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mean Reversion"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Mean Reversion
7
Mean reversion
7
Estimation theory
3
Schätztheorie
3
Zeitreihenanalyse
3
Börsenkurs
2
Innovation diffusion
2
Innovationsdiffusion
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
1982-2002
1
ARCH model
1
ARCH-Modell
1
Bias
1
Capital income
1
Cointegration
1
Distribution
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Erwartungsbildung
1
Estimation
1
Expectation
1
Expectation formation
1
Financial analysis
1
Finanzanalyse
1
Ibovespa
1
Index futures
1
Index-Futures
1
Kapitaleinkommen
1
Kointegration
1
Lévy processes
1
MLE
1
Mean reversion parameter
1
Mean-reversion parameter
1
Method of moments
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Amorim, Daniel Penido de Lima
Bao, Yong
Demirtas, K. Ozgur
Gil-Alaña, Luis A.
22
Caporale, Guglielmo Maria
13
Dias, Daniel
3
Martin-Valmayor, Miguel
3
Stübinger, Johannes
3
Benth, Fred Espen
2
Endres, Sylvia
2
Infante, Juan
2
Jumah, Adusei
2
Kim, Bonggeun
2
Kunst, Robert M.
2
Marques, Carlos Robalo
2
Puertolas, Francisco
2
Ahamed, Naseem
1
Akdoğan, Kurmaş
1
Anoruo, Emmanuel
1
Apergēs, Nikolaos
1
Baek, Chung
1
Bali, Turan G.
1
Basak, Gopal K.
1
Bec, Frederique
1
Ben Salem, Melika
1
Boswijk, Herman Peter
1
Bressan, Aureliano Angel
1
Brorsen, B. Wade
1
Caldeira, João F.
1
Camargos, Marcos Antônio de
1
Cao, Jiling
1
Capozza, Dennis R.
1
Carrasco, Marine
1
Ceffer, Attila
1
Ceron, Berta Marcos
1
Che Mohd Imran Che Taib
1
Christiansen, Charlotte
1
Chua, Choong Tze
1
Chávez, Pedro
1
Cuñado Eizaguirre, Juncal
1
Dagum, Estela Bee
1
more ...
less ...
Published in...
All
Economics letters
1
Journal of banking & finance
1
Latin American business review
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean reversion of the ibovespa price-earnings ratios
Amorim, Daniel Penido de Lima
;
Camargos, Marcos Antônio de
- In:
Latin American business review
21
(
2020
)
4
,
pp. 327-352
Persistent link: https://www.econbiz.de/10012387722
Saved in:
2
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
Saved in:
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->