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Search: subject:"Cox Ingersoll Ross model"
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Mean Reversion
489
Mean reversion
489
Theorie
163
Theory
163
Estimation
110
Schätzung
110
Börsenkurs
93
Share price
93
Zeitreihenanalyse
76
Time series analysis
75
Portfolio selection
72
Portfolio-Management
72
Capital income
71
Kapitaleinkommen
71
Volatility
70
Volatilität
70
USA
65
United States
65
Stochastic process
58
Stochastischer Prozess
58
Option pricing theory
47
Optionspreistheorie
47
Aktienmarkt
46
Stock market
46
Einheitswurzeltest
45
Unit root test
45
Kaufkraftparität
37
Purchasing power parity
37
Anlageverhalten
34
Behavioural finance
34
Welt
34
World
34
mean reversion
34
Efficient market hypothesis
27
Effizienzmarkthypothese
27
Financial analysis
26
Finanzanalyse
26
Random Walk
26
Random walk
26
Yield curve
26
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Online availability
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Free
162
Undetermined
99
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Article
312
Book / Working Paper
199
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Article in journal
282
Aufsatz in Zeitschrift
282
Graue Literatur
85
Non-commercial literature
85
Working Paper
82
Arbeitspapier
81
Aufsatz im Buch
19
Book section
19
Hochschulschrift
17
Thesis
13
Collection of articles written by one author
4
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4
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1
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1
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1
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1
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English
491
German
13
Undetermined
8
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Gil-Alaña, Luis A.
22
Leung, Tim
13
Caporale, Guglielmo Maria
11
Li, Xin
7
Spierdijk, Laura
7
Stein, Jeremy C.
7
Wong, Hoi Ying
5
Bao, Yong
4
Bikker, Jacob A.
4
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
Boltz, Marie
4
Chort, Isabelle
4
Fabozzi, Frank J.
4
Glaeser, Edward L.
4
Holmes, Mark J.
4
Kim, Hyeongwoo
4
Li, Jiao
4
Madan, Dilip B.
4
Narayan, Paresh Kumar
4
Neaime, Simon
4
Smyth, Russell
4
Ullah, Aman
4
Wang, Zheng
4
Wright, Brian D.
4
Zakrajšek, Egon
4
Albrecht, Peter
3
Baharumshah, Ahmad Zubaidi
3
Bikker, Jacob Antoon
3
Canarella, Giorgio
3
Chung, Shing Fung
3
Dias, Daniel
3
Fergusson, Kevin
3
Gustavsson, Magnus
3
Kantar, Cemil
3
Kuznitz, Arik
3
Lind, Nelson
3
Lopez-Salido, David
3
López-Salido, José David
3
Marcus, Alan J.
3
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National Bureau of Economic Research
6
Queen Mary College / Department of Economics
2
Carleton University / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Duale Hochschule Baden-Württemberg Stuttgart
1
Erasmus Research Institute of Management
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Weltwirtschaft
1
Institut für Wirtschaftsforschung Halle
1
Technische Universität Kaiserslautern
1
University of Connecticut / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Verlag Dr. Hut <München>
1
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Published in...
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International journal of theoretical and applied finance
11
Applied economics
8
Journal of banking & finance
8
Economic modelling
7
The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied mathematical finance
6
CESifo working papers
6
International review of economics & finance : IREF
6
Applied economics letters
5
Applied financial economics
5
Economics letters
5
NBER Working Paper
5
NBER working paper series
5
European journal of operational research : EJOR
4
Finance research letters
4
Journal of empirical finance
4
Working paper
4
Cogent economics & finance
3
DNB working paper
3
De Nederlandsche Bank Working Paper
3
Discussion paper / Centre for Economic Policy Research
3
Economics and finance working paper series
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
IMA journal of management mathematics
3
International journal of financial engineering
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of asset management
3
The journal of real estate finance and economics
3
American journal of agricultural economics
2
Computational Management Science : CMS
2
Computational economics
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
ERIM report series research in management
2
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ECONIS (ZBW)
502
RePEc
8
EconStor
1
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501
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501
Mean reversion and the forecasting of country betas : a note
Gangemi, Michael
;
Brooks, Robert
;
Faff, Robert W.
- In:
Global finance journal
10
(
1999
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001493060
Saved in:
502
Pricing Options under Stochastic Interest Rates: A New Approach
Kim, Yong-Jin
;
Kunitomo, Naoto
- In:
Asia-Pacific Financial Markets
6
(
1999
)
1
,
pp. 49-70
our new formula by using the
Cox–Ingersoll–Ross
model
for the interest rates. Copyright Kluwer Academic Publishers 1999 …
Persistent link: https://www.econbiz.de/10005727128
Saved in:
503
Commodity futures markets and trading strategies opportunities
Falbo, Paolo
- In:
Modelling techniques for financial markets and bank …
,
(pp. 48-64)
.
1996
Persistent link: https://www.econbiz.de/10001292510
Saved in:
504
Investment under alternative return assumptions : comparing random walks and mean reversion
Metcalf, Gilbert E.
-
1995
Persistent link: https://www.econbiz.de/10013453514
Saved in:
505
Mean reversion in stock market volatility
Dueker, Michael
-
1994
Persistent link: https://www.econbiz.de/10000897039
Saved in:
506
A panel data test for mean reversion using ranndomization [randomization]
Schaller, Huntley
;
Jog, Vijay M.
-
1993
Persistent link: https://www.econbiz.de/10000855405
Saved in:
507
Mean reversion at the Dutch stock exchange?
Groenendijk, Aart A.
-
1993
Persistent link: https://www.econbiz.de/10000860988
Saved in:
508
Can a well-fitted equilibrium asset pricing model produce mean reversion?
Bonomo, Marco Antonio
;
Garcia, René
-
1992
Persistent link: https://www.econbiz.de/10000136222
Saved in:
509
A test of two models in forecasting stock index futures price volatility
Randolph, William L.
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
Saved in:
510
Pricing interest-rate-derivative securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Saved in:
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