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subject:"Time series analysis"
~person:"Amorim, Daniel Penido de Lima"
~person:"Demirtas, K. Ozgur"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
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Amorim, Daniel Penido de Lima
Demirtas, K. Ozgur
Gil-Alaña, Luis A.
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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
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2
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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