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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"mean reverting"
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Mean Reversion
267
Mean reversion
267
Theorie
100
Theory
100
Option pricing theory
59
Optionspreistheorie
59
Stochastic process
57
Stochastischer Prozess
57
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56
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56
Estimation
55
Schätzung
55
Volatility
54
Volatilität
54
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30
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30
mean reversion
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23
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Derivat
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Random Walk
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Welt
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Article
339
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Aufsatz in Zeitschrift
Article in journal
339
Working Paper
94
Graue Literatur
92
Non-commercial literature
92
Arbeitspapier
88
Aufsatz im Buch
20
Book section
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Hochschulschrift
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Thesis
14
Collection of articles written by one author
4
Sammlung
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Gil-Alaña, Luis A.
14
Leung, Tim
8
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
Caporale, Guglielmo Maria
2
Chang, Hao
2
Chung, Shing Fung
2
Cummins, Mark
2
Cuñado Eizaguirre, Juncal
2
Demirtas, K. Ozgur
2
Dokučaev, Nikolaj G.
2
Faff, Robert W.
2
Funahashi, Hideharu
2
Gibson, John K.
2
Hart, Chad E.
2
Hayes, Dermot James
2
Holmes, Mark J.
2
Hooi Hooi Lean
2
Infante, Juan
2
Kiely, Greg
2
Kim, Bonggeun
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
Applied mathematical finance
8
International journal of financial engineering
8
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
European journal of operational research : EJOR
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
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
2
European economic review : EER
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ECONIS (ZBW)
339
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101
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:
102
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:
103
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
104
Optimal consumption-investment strategy under the Vasicek model : HARA utility and Legendre transform
Chang, Hao
;
Chang, Kai
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 215-227
Persistent link: https://www.econbiz.de/10011694631
Saved in:
105
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
106
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:
107
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:
108
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:
109
Asynchronous ADRs : overnight vs intraday returns and trading strategies
Kang, Jamie
;
Leung, Tim
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 580-596
Persistent link: https://www.econbiz.de/10011961106
Saved in:
110
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
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