//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mean Reversion"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"mean reverting"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mean Reversion
Mean reversion
484
Theorie
183
Theory
181
Estimation
107
Schätzung
107
Börsenkurs
97
Share price
97
Volatility
88
Volatilität
88
Zeitreihenanalyse
83
Stochastischer Prozess
82
Time series analysis
82
Stochastic process
81
Portfolio-Management
78
Portfolio selection
77
Option pricing theory
74
Optionspreistheorie
74
Capital income
73
Kapitaleinkommen
73
USA
68
United States
68
Einheitswurzeltest
47
Unit root test
47
Aktienmarkt
46
Stock market
46
Kaufkraftparität
37
Purchasing power parity
37
Welt
35
World
35
Anlageverhalten
34
Behavioural finance
34
mean reversion
33
Derivat
32
Derivative
32
Efficient market hypothesis
28
Effizienzmarkthypothese
28
Random Walk
26
Random walk
26
CAPM
25
more ...
less ...
Online availability
All
Free
155
Undetermined
85
Type of publication
All
Article
289
Book / Working Paper
195
Type of publication (narrower categories)
All
Article in journal
267
Aufsatz in Zeitschrift
267
Graue Literatur
82
Non-commercial literature
82
Arbeitspapier
78
Working Paper
78
Aufsatz im Buch
19
Book section
19
Hochschulschrift
17
Thesis
13
Collection of articles written by one author
4
Sammlung
4
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
472
German
13
Author
All
Gil-Alaña, Luis A.
22
Leung, Tim
13
Caporale, Guglielmo Maria
11
Li, Xin
7
Spierdijk, Laura
7
Stein, Jeremy C.
7
Wong, Hoi Ying
5
Bao, Yong
4
Bikker, Jacob A.
4
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
Boltz, Marie
4
Chort, Isabelle
4
Glaeser, Edward L.
4
Holmes, Mark J.
4
Kim, Hyeongwoo
4
Li, Jiao
4
Madan, Dilip B.
4
Narayan, Paresh Kumar
4
Neaime, Simon
4
Smyth, Russell
4
Ullah, Aman
4
Wang, Zheng
4
Wright, Brian D.
4
Zakrajšek, Egon
4
Albrecht, Peter
3
Baharumshah, Ahmad Zubaidi
3
Bikker, Jacob Antoon
3
Canarella, Giorgio
3
Chung, Shing Fung
3
Dias, Daniel
3
Fabozzi, Frank J.
3
Gustavsson, Magnus
3
Kantar, Cemil
3
Kuznitz, Arik
3
Lind, Nelson
3
Lopez-Salido, David
3
López-Salido, José David
3
Marcus, Alan J.
3
Martin-Valmayor, Miguel
3
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Queen Mary College / Department of Economics
2
Carleton University / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Duale Hochschule Baden-Württemberg Stuttgart
1
Erasmus Research Institute of Management
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Weltwirtschaft
1
Institut für Wirtschaftsforschung Halle
1
Technische Universität Kaiserslautern
1
University of Connecticut / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Verlag Dr. Hut <München>
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
10
Applied economics
8
Journal of banking & finance
8
Economic modelling
7
The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied mathematical finance
6
CESifo working papers
6
International review of economics & finance : IREF
6
Applied economics letters
5
Applied financial economics
5
Economics letters
5
NBER Working Paper
5
NBER working paper series
5
European journal of operational research : EJOR
4
Journal of empirical finance
4
Working paper
4
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
Finance research letters
3
International journal of financial engineering
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Risks : open access journal
3
The European journal of finance
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
American journal of agricultural economics
2
Computational Management Science : CMS
2
ERIM report series research in management
2
East Asian economic review
2
Econometric reviews
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Energy economics
2
European economic review : EER
2
Finance and stochastics
2
more ...
less ...
Source
All
ECONIS (ZBW)
484
Showing
471
-
480
of
484
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
471
Mean reversion in national stock markets revisited : empirical evidence from mature markets
Bernal, Alberto J.
;
Soikkeli, Jarkko
-
2000
Persistent link: https://www.econbiz.de/10001485780
Saved in:
472
Large time and small noise asymptotic results for
mean
reverting
diffusion processes with applications
Callen, Jeffrey L.
;
Govindaraj, Suresh
;
Xu, Lin
- In:
Economic theory : official journal of the Society for …
16
(
2000
)
2
,
pp. 401-419
Persistent link: https://www.econbiz.de/10001526085
Saved in:
473
Forecasting profitability and earnings
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The journal of business : B
73
(
2000
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10001469459
Saved in:
474
Mean reversion and volatility of short-term London Interbank Offer Rates : an empirical comparison of competing models
Adkins, Lee Chester
;
Krehbiel, Timothy
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001427823
Saved in:
475
Mean reversion and the forecasting of country betas : a note
Gangemi, Michael
;
Brooks, Robert
;
Faff, Robert W.
- In:
Global finance journal
10
(
1999
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001493060
Saved in:
476
Commodity futures markets and trading strategies opportunities
Falbo, Paolo
- In:
Modelling techniques for financial markets and bank …
,
(pp. 48-64)
.
1996
Persistent link: https://www.econbiz.de/10001292510
Saved in:
477
Investment under alternative return assumptions : comparing random walks and mean reversion
Metcalf, Gilbert E.
-
1995
Persistent link: https://www.econbiz.de/10013453514
Saved in:
478
Mean reversion in stock market volatility
Dueker, Michael
-
1994
Persistent link: https://www.econbiz.de/10000897039
Saved in:
479
A panel data test for mean reversion using ranndomization [randomization]
Schaller, Huntley
;
Jog, Vijay M.
-
1993
Persistent link: https://www.econbiz.de/10000855405
Saved in:
480
Mean reversion at the Dutch stock exchange?
Groenendijk, Aart A.
-
1993
Persistent link: https://www.econbiz.de/10000860988
Saved in:
First
Prev
40
41
42
43
44
45
46
47
48
49
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->