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Search: subject:"Mean reverting process"
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Mean Reversion
484
Mean reversion
484
Theorie
157
Theory
157
Estimation
104
Schätzung
104
Börsenkurs
91
Share price
91
Zeitreihenanalyse
75
Time series analysis
74
Capital income
68
Kapitaleinkommen
68
Portfolio selection
68
Portfolio-Management
68
Volatility
68
Volatilität
68
USA
66
United States
66
Stochastic process
56
Stochastischer Prozess
56
Option pricing theory
49
Optionspreistheorie
49
Aktienmarkt
46
Einheitswurzeltest
46
Stock market
46
Unit root test
46
Kaufkraftparität
37
Purchasing power parity
37
Anlageverhalten
34
Behavioural finance
34
Welt
34
World
34
mean reversion
33
Efficient market hypothesis
27
Effizienzmarkthypothese
27
Random Walk
26
Random walk
26
Derivat
25
Derivative
25
Financial analysis
25
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Free
166
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99
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Article
311
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204
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279
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Graue Literatur
83
Non-commercial literature
83
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80
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79
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20
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17
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13
Collection of articles written by one author
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English
490
German
13
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13
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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
Fabozzi, Frank J.
5
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
Glaeser, Edward L.
4
Holmes, Mark J.
4
Kanamura, Takashi
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
Chen, Hong-Yi
3
Chung, Shing Fung
3
Dias, Daniel
3
Gupta, Manak C.
3
Gustavsson, Magnus
3
Kantar, Cemil
3
Kuznitz, Arik
3
Lee, Alice C.
3
Lind, Nelson
3
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National Bureau of Economic Research
6
EconWPA
2
Queen Mary College / Department of Economics
2
Carleton University / Department of Economics
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
1
HAL
1
Hong Kong Monetary Authority
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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International journal of theoretical and applied finance
10
Journal of banking & finance
9
Applied economics
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
International journal of financial engineering
4
Journal of empirical finance
4
Risks : open access journal
4
Working paper
4
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
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
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
Applied Mathematical Finance
2
Computational Management Science : CMS
2
ERIM report series research in management
2
East Asian economic review
2
Econometric reviews
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Energy economics
2
European economic review : EER
2
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ECONIS (ZBW)
498
RePEc
15
EconStor
2
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511
Mean reversion at the Dutch stock exchange?
Groenendijk, Aart A.
-
1993
Persistent link: https://www.econbiz.de/10000860988
Saved in:
512
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:
513
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:
514
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:
515
An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J.
-
1989
Persistent link: https://www.econbiz.de/10000774913
Saved in:
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