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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"mean reverting"
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Mean Reversion
261
Mean reversion
261
Theorie
99
Theory
99
Option pricing theory
57
Optionspreistheorie
57
Stochastic process
55
Stochastischer Prozess
55
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mean reversion
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333
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Aufsatz in Zeitschrift
Article in journal
333
Working Paper
94
Graue Literatur
92
Non-commercial literature
92
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88
Aufsatz im Buch
19
Book section
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Collection of articles written by one author
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Gil-Alaña, Luis A.
13
Leung, Tim
7
Wong, Hoi Ying
5
Baharumshah, Ahmad Zubaidi
3
Bao, Yong
3
Kim, Hyeongwoo
3
Li, Xin
3
Madan, Dilip B.
3
Mukherji, Sandip
3
Ranjbar, Omid
3
Shaik, Muneer
3
Smyth, Russell
3
Tiwari, Aviral Kumar
3
Ullah, Aman
3
Arize, Augustine Chuck
2
Bali, Turan G.
2
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2
Chang, Hao
2
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2
Cuñado Eizaguirre, Juncal
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2
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2
Funahashi, Hideharu
2
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2
Hart, Chad E.
2
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2
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2
Hooi Hooi Lean
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Kiely, Greg
2
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2
Kim, Jae H.
2
Lee, Chi-Chuan
2
Lee, Chien-chiang
2
Lence, Sergio H.
2
Leybourne, Stephen James
2
Li, Jiao
2
Lo, C. F.
2
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International journal of theoretical and applied finance
13
Economic modelling
10
Journal of banking & finance
10
Applied economics
9
International journal of financial engineering
8
Applied mathematical finance
7
The journal of futures markets
7
International review of economics & finance : IREF
6
Journal of mathematical finance
6
Applied economics letters
5
Economics letters
5
Risks : open access journal
5
The European journal of finance
5
Applied financial economics
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Journal of empirical finance
4
Quantitative finance
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)
333
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91
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
92
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:
93
Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations
Isaenko, Sergei
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2051-2065
Persistent link: https://www.econbiz.de/10012262965
Saved in:
94
Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Ahmed, Rizwan Raheem
;
Vveinhardt, Jolita
; …
- In:
Economic research
31
(
2018
)
1,2
,
pp. 1198-1217
Persistent link: https://www.econbiz.de/10012391404
Saved in:
95
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:
96
Modeling energy spreads with a generalized novel
mean-reverting
stochastic process
Moosavi Avonleghi, Mir Hashem
;
Davison, Matt
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10011999402
Saved in:
97
Limit order trading with a
mean
reverting
reference price
Ahuja, Saran
;
Papanicolaou, George
;
Ren, Weiluo
;
Yang, …
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 121-136
Persistent link: https://www.econbiz.de/10011743827
Saved in:
98
Fiscal policy and debt management with incomplete markets
Bhandari, Anmol
;
Evans, David
;
Golosov, Michail Ju.
; …
- In:
The quarterly journal of economics
132
(
2017
)
2
,
pp. 617-663
Persistent link: https://www.econbiz.de/10012029644
Saved in:
99
Credit-market sentiment and the business cycle
López-Salido, José David
;
Stein, Jeremy C.
; …
- In:
The quarterly journal of economics
132
(
2017
)
3
,
pp. 1373-1426
Persistent link: https://www.econbiz.de/10012029720
Saved in:
100
Belief in mean reversion and the disposition effect : an experimental test
Jiao, Peiran
- In:
The journal of behavioral finance : a publication of …
18
(
2017
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012008594
Saved in:
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