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Mean Reversion
5
Mean reversion
5
Capital income
3
Estimation
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Kapitaleinkommen
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Schätzung
3
Aktienmarkt
2
Börsenkurs
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asymmetric volatility
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Ewing, Bradley T.
1
Gustavsson, Magnus
1
Harrison, Barry
1
Holmes, Mark J.
1
Moore, Winston
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Shen, Xin
1
Synyavska, Alina
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Thompson, Mark A.
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Applied economics letters
International journal of theoretical and applied finance
19
Applied economics
8
Journal of banking & finance
8
Economic modelling
7
Risks : open access journal
7
The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
7
CESifo working papers
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Applied financial economics
5
Applied mathematical finance
5
Economics letters
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Finance research letters
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Insurance / Mathematics & economics
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International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of empirical finance
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NBER Working Paper
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5
European journal of operational research : EJOR
4
Journal of economic dynamics & control
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The European journal of finance
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3
DNB working paper
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De Nederlandsche Bank Working Paper
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Discussion paper / Centre for Economic Policy Research
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Economics and finance working paper series
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Quantitative finance
3
Research in international business and finance
3
SFB 649 Discussion Paper
3
SFB 649 Discussion Papers
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The financial review : the official publication of the Eastern Finance Association
3
The journal of asset management
3
The journal of real estate finance and economics
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Working Papers / HAL
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ECONIS (ZBW)
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1
"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:
2
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
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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