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~person:"Dokučaev, Nikolaj G."
~person:"Kandel, Shmuel"
~person:"Lence, Sergio H."
~type_genre:"Article in journal"
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Mean Reversion
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Dokučaev, Nikolaj G.
Kandel, Shmuel
Lence, Sergio H.
Gil-Alaña, Luis A.
13
Leung, Tim
5
Wong, Hoi Ying
4
Baharumshah, Ahmad Zubaidi
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American journal of agricultural economics
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Price mean reversion, seasonality, and options markets
Hart, Chad E.
;
Lence, Sergio H.
;
Hayes, Dermot James
;
Na Jin
- In:
American journal of agricultural economics
98
(
2016
)
3
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011635129
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2
The long-term structure of commodity futures
Na Jin
;
Lence, Sergio H.
;
Hart, Chad E.
;
Hayes, Dermot James
- In:
American journal of agricultural economics
94
(
2012
)
3
,
pp. 718-735
Persistent link: https://www.econbiz.de/10009576544
Saved in:
3
Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
23
(
2012
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
Saved in:
4
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
Saved in:
5
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
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