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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"mean reverting"
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Mean Reversion
265
Mean reversion
265
Theorie
100
Theory
100
Option pricing theory
58
Optionspreistheorie
58
Börsenkurs
56
Share price
56
Stochastic process
56
Stochastischer Prozess
56
Estimation
55
Schätzung
55
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54
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mean reversion
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Article
337
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Aufsatz in Zeitschrift
Article in journal
337
Working Paper
94
Graue Literatur
92
Non-commercial literature
92
Arbeitspapier
88
Aufsatz im Buch
19
Book section
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Collection of articles written by one author
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Sammlung
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Gil-Alaña, Luis A.
14
Leung, Tim
7
Wong, Hoi Ying
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Baharumshah, Ahmad Zubaidi
3
Bao, Yong
3
Kim, Hyeongwoo
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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
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Chang, Hao
2
Chung, Shing Fung
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Cummins, Mark
2
Cuñado Eizaguirre, Juncal
2
Demirtas, K. Ozgur
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Dokučaev, Nikolaj G.
2
Faff, Robert W.
2
Funahashi, Hideharu
2
Gibson, John K.
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2
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2
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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
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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
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)
337
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71
Asset pricing with mean reversion : the case of ships
Moutzouris, Ioannis C.
;
Nomikos, Nikos K.
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012221061
Saved in:
72
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
73
Are Korean industry-sorted portfolios
mean
reverting
?
Moon, Seongman
- In:
East Asian economic review
20
(
2016
)
2
,
pp. 169-190
Persistent link: https://www.econbiz.de/10011525919
Saved in:
74
European option pricing model based on uncertain fractional differential equation
Lu, Ziqiang
;
Yan, Hongyan
;
Zhu, Yuanguo
- In:
Fuzzy optimization and decision making : a journal of …
18
(
2019
)
2
,
pp. 199-217
Persistent link: https://www.econbiz.de/10012228556
Saved in:
75
A threshold model for local volatility : evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
Saved in:
76
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:
77
The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
Mili, Mehdi
- In:
Research in international business and finance
48
(
2019
),
pp. 187-200
Persistent link: https://www.econbiz.de/10012135869
Saved in:
78
Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
79
Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model
Schmitt, Noemi
;
Westerhoff, Frank H.
- In:
Economics letters
176
(
2019
),
pp. 43-46
Persistent link: https://www.econbiz.de/10012121226
Saved in:
80
Economic and policy uncertainty in climate change mitigation : the London smart city case scenario
Contreras, Gabriela
;
Platania, Federico
- In:
Technological forecasting & social change : an …
142
(
2019
),
pp. 384-393
Persistent link: https://www.econbiz.de/10012133450
Saved in:
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