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~isPartOf:"Economic modelling"
~isPartOf:"Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Börsenkurs"
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Search: subject_exact:"Mean-reverting process"
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Economic modelling
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
The journal of real estate finance and economics
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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
2
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
3
A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting
Böhm, Volker
;
Chiarella, Carl
;
He, Xue-zhong
;
Hüls, …
- In:
Global analysis of dynamic models in economics and …
,
(pp. 289-316)
.
2013
Persistent link: https://www.econbiz.de/10009611571
Saved in:
4
Property company stock price and net asset value : a mean reversion perspective
Liow, Kim Hiang
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 235-255
Persistent link: https://www.econbiz.de/10001788899
Saved in:
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