//--> //--> //--> //-->
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
478
Mean reversion
478
Theorie
183
Theory
181
Estimation
107
Schätzung
107
Börsenkurs
95
Share price
95
Volatility
86
Volatilität
86
Stochastischer Prozess
81
Zeitreihenanalyse
81
Stochastic process
80
Time series analysis
80
Portfolio-Management
77
Portfolio selection
76
Capital income
72
Kapitaleinkommen
72
Option pricing theory
72
Optionspreistheorie
72
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
33
Behavioural finance
33
Derivat
32
Derivative
32
Efficient market hypothesis
28
Effizienzmarkthypothese
28
Random Walk
26
Random walk
26
Financial analysis
25
more ...
less ...
Online availability
All
Undetermined
15
Free
8
Type of publication
All
Article
26
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
29
Author
All
Gil-Alaña, Luis A.
5
Caporale, Guglielmo Maria
3
Leung, Tim
2
Martin-Valmayor, Miguel
2
Ahsan, Tanveer
1
Amorim, Daniel Penido de Lima
1
Barros, Carlos Pestana
1
Basu, Sudipta
1
Benth, Fred Espen
1
Bressan, Aureliano Angel
1
Camargos, Marcos Antônio de
1
Chi, Qishui
1
Donaldson, John B.
1
Dumitrescu, Bogdan
1
Gbenro, Nathaniel
1
Hart, Chad E.
1
Hayes, Dermot James
1
Holmes, Mark J.
1
Hsieh, Heng-Hsing
1
Huo, Jieyi
1
Kitapbayev, Yerkin
1
Klein, Alina F.
1
Klein, Rudolf F.
1
Lee, Donovan
1
Lee, Hyun-Tak
1
Lence, Sergio H.
1
Li, Jiao
1
Lien, Che-hui
1
Luu, Phong
1
Madan, Dilip B.
1
Maheswaran, S.
1
Matousek, Roman
1
Mayer, Klaus
1
Mehra, Rajnish
1
Moussa, Richard Kouamé
1
Mukherji, Sandip
1
Na Jin
1
Ortiz-Latorre, Salvador
1
Pozharny, Jacob
1
Rabinovitz, Yedidya
1
more ...
less ...
Published in...
All
CESifo working papers
3
International journal of financial engineering
3
Applied economics
2
Risks : open access journal
2
The European journal of finance
2
American journal of agricultural economics
1
American journal of finance and accounting
1
Applied economics letters
1
Cogent economics & finance
1
Global business & economics review
1
International journal of economics and finance
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Journal of international accounting research
1
Journal of risk and financial management : JRFM
1
Latin American business review
1
Maritime policy & management
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research in world economy
1
The journal of asset management
1
The journal of energy markets
1
Theoretical and applied economics : GAER review
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
11
-
20
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Mean reversion of the ibovespa price-earnings ratios
Amorim, Daniel Penido de Lima
;
Camargos, Marcos Antônio de
- In:
Latin American business review
21
(
2020
)
4
,
pp. 327-352
Persistent link: https://www.econbiz.de/10012387722
Saved in:
12
On the efficacy of optimized exit rule for mean reversion trading
Lee, Donovan
;
Leung, Tim
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012603008
Saved in:
13
Mean reversion and momentum in Central and Eastern European countries : a case study on Poland and Romania
Klein, Alina F.
;
Klein, Rudolf F.
- In:
International journal of economics and finance
11
(
2019
)
1
,
pp. 129-139
Persistent link: https://www.econbiz.de/10011962542
Saved in:
14
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
15
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
16
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
17
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
Saved in:
18
An empirical study on the stock price volatility of small and medium enterprise board in China
Chi, Qishui
;
Huo, Jieyi
- In:
Research in world economy
8
(
2017
)
2
,
pp. 12-24
Persistent link: https://www.econbiz.de/10011784337
Saved in:
19
Growth and value hybrid valuation model based on mean reversion
Yeh, I-Cheng
;
Lien, Che-hui
- In:
Applied economics
49
(
2017
)
50
,
pp. 5092-5116
Persistent link: https://www.econbiz.de/10011844893
Saved in:
20
Capital structure mean reversion : a comparison between Chinese state-owned and private firms
Ahsan, Tanveer
;
Rub, Abdur
- In:
Global business & economics review
19
(
2017
)
6
,
pp. 687-695
Persistent link: https://www.econbiz.de/10011953593
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->