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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
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mean reversion
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333
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Aufsatz in Zeitschrift
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333
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94
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Gil-Alaña, Luis A.
13
Leung, Tim
7
Wong, Hoi Ying
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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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Arize, Augustine Chuck
2
Bali, Turan G.
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Chang, Hao
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Cuñado Eizaguirre, Juncal
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Demirtas, K. Ozgur
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Faff, Robert W.
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Funahashi, Hideharu
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Hart, Chad E.
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Hooi Hooi Lean
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Kiely, Greg
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Kim, Bonggeun
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Kim, Jae H.
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Lee, Chi-Chuan
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Lee, Chien-chiang
2
Lence, Sergio H.
2
Leybourne, Stephen James
2
Li, Jiao
2
Lo, C. F.
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Maheswaran, S.
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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
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East Asian economic review
2
Econometric reviews
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Energy economics
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European economic review : EER
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ECONIS (ZBW)
333
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81
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
82
Regression analysis of historic oil prices : a basis for future mean reversion price scenarios
Weijermars, Ruud
;
Sun, Z.
- In:
Global finance journal
35
(
2018
),
pp. 177-201
Persistent link: https://www.econbiz.de/10012124815
Saved in:
83
Asymmetric mean reversion and volatility in African real exchange rates
Kuttu, Saint
- In:
Journal of economics and finance
42
(
2018
)
3
,
pp. 575-590
Persistent link: https://www.econbiz.de/10012031091
Saved in:
84
Government connections and the persistence of profitability : evidence from Chinese listed firms
Liu, Li
;
Liu, Qigui
;
Tian, Gary Gang
;
Wang, Peipei
- In:
Emerging markets review
36
(
2018
),
pp. 110-129
Persistent link: https://www.econbiz.de/10012114860
Saved in:
85
Mean variance under stress-ten years of portfolio optimizations 2001-2011
Tarrazo, Manuel
- In:
Quarterly journal of finance & accounting : QJFA
56
(
2018
)
1/2
,
pp. 91-148
Persistent link: https://www.econbiz.de/10011874394
Saved in:
86
An alternative mean reversion test for interest rates
Özel, Özgür
;
Ilalan, Deniz
- In:
Central Bank review / The Central Bank of the Republic …
18
(
2018
)
1
,
pp. 35-39
Persistent link: https://www.econbiz.de/10011897379
Saved in:
87
A scaled version of the double-
mean-reverting
model for VIX derivatives
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
- In:
Mathematics and financial economics
12
(
2018
)
4
,
pp. 495-515
Persistent link: https://www.econbiz.de/10011963875
Saved in:
88
Gas storage valuation under multifactor Lévy processes
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
Journal of banking & finance
95
(
2018
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
Saved in:
89
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
90
Optimal dynamic pairs trading of futures under a two-factor
mean-reverting
model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
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