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Mean Reversion
5
Mean reversion
5
Kaufkraftparität
2
Purchasing power parity
2
1978-2002
1
1986-1998
1
1999-2004
1
Aktienmarkt
1
Börsenkurs
1
Commodity derivative
1
Commodity price
1
Dauer
1
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Einheitswurzeltest
1
Hedging
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Real estate fund
1
Rohstoffderivat
1
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South Africa
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Stock market
1
Structural break
1
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1
USA
1
Unit root test
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Akinboade, Oludele Akinloye
1
Andersson, Henrik
1
Kim, Hyeongwoo
1
Makina, Daniel
1
Payne, James E.
1
Stern, Liliana V.
1
Stern, Michael L.
1
Taylor, Mark P.
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Applied financial economics
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 economics letters
5
Applied mathematical finance
5
Economics letters
5
Finance research letters
5
Insurance / Mathematics & economics
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
Journal of empirical finance
5
NBER Working Paper
5
NBER working paper series
5
European journal of operational research : EJOR
4
Journal of economic dynamics & control
4
The European journal of finance
4
Working paper
4
Computational Management Science : CMS
3
DNB working paper
3
De Nederlandsche Bank Working Paper
3
Discussion paper / Centre for Economic Policy Research
3
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
3
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
3
Working Papers / HAL
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ECONIS (ZBW)
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1
Nonlinear mean reversion in the G7 stock markets
Kim, Hyeongwoo
;
Stern, Liliana V.
;
Stern, Michael L.
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 347-355
Persistent link: https://www.econbiz.de/10003828501
Saved in:
2
Are commodity prices mean reverting?
Andersson, Henrik
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 769-783
Persistent link: https://www.econbiz.de/10003537543
Saved in:
3
Mean reversion and structural breaks in real exchange rates : South African evidence
Akinboade, Oludele Akinloye
;
Makina, Daniel
- In:
Applied financial economics
16
(
2006
)
4
,
pp. 347-358
Persistent link: https://www.econbiz.de/10003289245
Saved in:
4
Duration dependence in real estate investment trusts
Payne, James E.
;
Zuehlke, Thomas William
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 413-423
Persistent link: https://www.econbiz.de/10003289288
Saved in:
5
Real exchange rates and purchasing power parity : mean-reversion in economic thought
Taylor, Mark P.
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003291770
Saved in:
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