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Mean Reversion
7
Mean reversion
7
Estimation
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Schätzung
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3
Theorie
3
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3
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1960-1998
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Article
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Ranjbar, Omid
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Giner, Javier
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Kim, Jae H.
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Lee, Chien-chiang
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Economic modelling
International journal of theoretical and applied finance
13
Applied economics
8
Journal of banking & finance
8
The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied mathematical finance
6
CESifo working papers
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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The journal of real estate finance and economics
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American journal of agricultural economics
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ERIM report series research in management
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East Asian economic review
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Economics Papers from University Paris Dauphine
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ECONIS (ZBW)
7
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1
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
The impact of mean reversion model on portfolio investment strategies : empirical evidence from emerging markets
Akarim, Yasemin Deniz
;
Sevim, Serafettin
- In:
Economic modelling
31
(
2013
),
pp. 453-459
Persistent link: https://www.econbiz.de/10009730818
Saved in:
4
Irreversibility, mean reversion, and investment timing
Kit, Pong Wong
;
Yi, Long
- In:
Economic modelling
30
(
2013
),
pp. 770-775
Persistent link: https://www.econbiz.de/10009708800
Saved in:
5
Nonlinear adjustment to the mean reversion of consumption-income ratio
Elmi, Zahra Mila
;
Ranjbar, Omid
- In:
Economic modelling
35
(
2013
),
pp. 477-480
Persistent link: https://www.econbiz.de/10010336773
Saved in:
6
Revisiting the mean reversion of inflation rates for 22 OECD countries
Chang, Tsangyao
;
Ranjbar, Omid
;
Tang, De-piao
- In:
Economic modelling
30
(
2013
),
pp. 245-252
Persistent link: https://www.econbiz.de/10009703675
Saved in:
7
Mean-reversion in international real interest rates
Kim, Jae H.
;
Ji, Philip Inyeob
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1959-1966
Persistent link: https://www.econbiz.de/10009272305
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