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Mean Reversion
265
Mean reversion
265
Theorie
100
Theory
100
Option pricing theory
58
Optionspreistheorie
58
Börsenkurs
56
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56
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mean reversion
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Gil-Alaña, Luis A.
14
Leung, Tim
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Baharumshah, Ahmad Zubaidi
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Bao, Yong
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Kim, Hyeongwoo
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Li, Xin
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Madan, Dilip B.
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Mukherji, Sandip
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Ranjbar, Omid
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Shaik, Muneer
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Smyth, Russell
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Tiwari, Aviral Kumar
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Ullah, Aman
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Bali, Turan G.
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Hooi Hooi Lean
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Lee, Chien-chiang
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2
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2
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International journal of theoretical and applied finance
13
Economic modelling
10
Journal of banking & finance
10
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9
International journal of financial engineering
8
Applied mathematical finance
7
The journal of futures markets
7
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6
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6
Applied economics letters
5
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5
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5
Risks : open access journal
5
The European journal of finance
5
Applied financial economics
4
Insurance / Mathematics & economics
4
Journal of empirical finance
4
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4
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
IMA journal of management mathematics
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Research in international business and finance
3
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of asset management
3
The journal of energy markets
3
The journal of real estate finance and economics
3
American journal of agricultural economics
2
Asia-Pacific financial markets
2
Computational Management Science : CMS
2
East Asian economic review
2
Econometric reviews
2
Energy economics
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European economic review : EER
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ECONIS (ZBW)
337
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337
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1
Measurement errors in popular night lights data may bias estimated impacts of economic sanctions : evidence from closing the Kaesong Industrial Zone
Kim, Bonggeun
;
Gibson, John K.
;
Boe-Gibson, Geua
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 375-389
Persistent link: https://www.econbiz.de/10014483753
Saved in:
2
Persistent and long-term co-movements between gender equality and global prices
Infante, Juan
;
Rio, Marta del
;
Gil-Alaña, Luis A.
- In:
Economies : open access journal
12
(
2024
)
7
,
pp. 1-15
both indices, revealing that they are remarkably consistent with integration orders close to 1 and no evidence of
mean-reverting
…
Persistent link: https://www.econbiz.de/10014636175
Saved in:
3
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Remotely too equal : popular DMSP night-time lights data understate spatial inequality
Zhang, Xiaoxuan
;
Gibson, John K.
;
Deng, Xiangzheng
- In:
Regional science policy and practice : RSPP
15
(
2023
)
9
,
pp. 2106-2125
Persistent link: https://www.econbiz.de/10014450939
Saved in:
5
Investigating mean reversion in financial markets using Hurst model
Enow, Samuel Tabot
-
2023
Persistent link: https://www.econbiz.de/10014413995
Saved in:
6
A penalty decomposition algorithm with greedy improvement for
mean-reverting
portfolios with sparsity and volatility constraints
Mousavi, Ahmad
;
Shen, Jinglai
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
Saved in:
7
Pricing options on a
mean-reverting
asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
8
Optimal entry and exit decisions under uncertainty and the impact of mean reversion
Tvedt, Jostein
- In:
Operations research forum
3
(
2022
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013461934
Saved in:
9
Modeling momentum and reversals
Stein, Harvey J.
;
Pozharny, Jacob
- In:
Risks : open access journal
10
(
2022
)
10
,
pp. 1-10
show that individual stocks can be modeled by simple
mean
reverting
processes in such a way that these behaviors are …
Persistent link: https://www.econbiz.de/10013555665
Saved in:
10
Tax evasion and debt in a dynamic general equilibrium model
Levaggi, Rosella
;
Menoncin, Francesco
- In:
Economic and political studies : EPS
12
(
2024
)
2
,
pp. 188-206
Persistent link: https://www.econbiz.de/10014560698
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