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~type_genre:"Aufsatz in Zeitschrift"
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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
Börsenkurs
54
Estimation
54
Schätzung
54
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54
Volatility
52
Volatilität
52
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47
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47
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45
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43
Portfolio-Management
43
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37
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37
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31
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30
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30
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30
mean reversion
26
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23
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23
Derivat
21
Derivative
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Random Walk
16
Random walk
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Welt
16
World
16
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15
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15
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Undetermined
109
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26
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Article
333
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Aufsatz in Zeitschrift
Article in journal
333
Working Paper
94
Graue Literatur
92
Non-commercial literature
92
Arbeitspapier
88
Aufsatz im Buch
19
Book section
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Hochschulschrift
18
Thesis
14
Collection of articles written by one author
4
Sammlung
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332
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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
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
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
Maheswaran, S.
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
2
European economic review : EER
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ECONIS (ZBW)
333
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111
Investigating the effect of price process selection on the value of a metal mining asset portfolio
Collan, Mikael
;
Savolainen, Jyrki
;
Luukka, Pasi
- In:
Mineral economics : raw materials report
30
(
2017
)
2
,
pp. 107-115
Persistent link: https://www.econbiz.de/10011939529
Saved in:
112
Speculative behavior in a housing market : boom and bust
Zheng, Min
;
Wang, Hefei
;
Wang, Chengzhang
;
Wang, Shouyang
- In:
Economic modelling
61
(
2017
),
pp. 50-64
Persistent link: https://www.econbiz.de/10011736700
Saved in:
113
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:
114
Statistical arbitrage in S & P 500
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 166-177
Persistent link: https://www.econbiz.de/10011543848
Saved in:
115
Computational analysis of a Markovian queueing system with geometric
mean-reverting
arrival process
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, …
- In:
Computers & operations research : and their …
65
(
2016
),
pp. 111-124
Persistent link: https://www.econbiz.de/10011410719
Saved in:
116
Asymptotic approximations for pricing derivatives under
mean-reverting
processes
Jordan, Richard
;
Tier, Charles
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011525106
Saved in:
117
Switching to nonaffine stochastic volatility : a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
118
Optimal funding and hiring/firing policies with
mean
reverting
demand
Bouaskera, O.
;
Letifi, N.
;
Prigent, Jean-Luc
- In:
Economic modelling
58
(
2016
),
pp. 569-579
Persistent link: https://www.econbiz.de/10011647565
Saved in:
119
Speculative futures trading under mean reversion
Leung, Tim
;
Li, Jiao
;
Li, Xin
;
Wang, Zheng
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011619949
Saved in:
120
Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500
Yang, Jen-Wei
;
Tsai, Shu-Yu
;
Shyu, So-De
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 139-150
Persistent link: https://www.econbiz.de/10011625559
Saved in:
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