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Search: subject:"mean reverting"
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Mean Reversion
478
Mean reversion
478
Theorie
183
Theory
181
Estimation
107
Schätzung
107
Börsenkurs
95
Share price
95
Volatility
86
Volatilität
86
Stochastischer Prozess
81
Zeitreihenanalyse
81
Stochastic process
80
Time series analysis
80
Portfolio-Management
77
Portfolio selection
76
Capital income
72
Kapitaleinkommen
72
Option pricing theory
72
Optionspreistheorie
72
USA
68
United States
68
Einheitswurzeltest
47
Unit root test
47
Aktienmarkt
46
Stock market
46
Kaufkraftparität
37
Purchasing power parity
37
Welt
35
World
35
Anlageverhalten
33
Behavioural finance
33
Derivat
32
Derivative
32
mean reversion
29
Efficient market hypothesis
28
Effizienzmarkthypothese
28
Random Walk
26
Random walk
26
Financial analysis
25
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Free
201
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152
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Article
390
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231
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1
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333
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333
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94
Graue Literatur
92
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92
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88
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19
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19
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18
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14
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4
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English
566
Undetermined
43
German
13
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1
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Gil-Alaña, Luis A.
21
Leung, Tim
14
Caporale, Guglielmo Maria
11
Li, Xin
7
Spierdijk, Laura
7
Stein, Jeremy C.
7
Lange, Rutger-Jan
6
Teulings, Coen N.
6
Wong, Hoi Ying
6
Fabozzi, Frank J.
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, Bonggeun
4
Kim, Hyeongwoo
4
Li, Jiao
4
Madan, Dilip B.
4
Narayan, Paresh Kumar
4
Neaime, Simon
4
Papanicolaou, George
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
Dionne, Georges
3
Gibson, John K.
3
Goutte, Stéphane
3
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National Bureau of Economic Research
6
HAL
3
Department of Economics and Related Studies, University of York
2
EconWPA
2
Queen Mary College / Department of Economics
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Agricultural and Applied Economics Association - AAEA
1
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
Fakultät für Wirtschaftswissenschaften, Technische Universität München
1
Graduate School of Economics, Kyoto University
1
Hong Kong Monetary Authority
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut for Virksomhedsledelse og Økonomi, Syddansk Universitet
1
Institut für Weltwirtschaft
1
Institut für Wirtschaftsforschung Halle
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
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
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
Working paper / National Bureau of Economic Research, Inc.
7
CESifo working papers
6
International review of economics & finance : IREF
6
Journal of mathematical finance
6
Applied economics letters
5
Applied financial economics
5
Economics letters
5
NBER Working Paper
5
NBER working paper series
5
Risks : open access journal
5
The European journal of finance
5
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Insurance: Mathematics and Economics
4
Journal of empirical finance
4
Quantitative finance
4
Working paper
4
Applied Mathematical Finance
3
Computational economics
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
DNB working paper
3
De Nederlandsche Bank Working Paper
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
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
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ECONIS (ZBW)
561
RePEc
50
EconStor
9
BASE
2
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211
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211
Belief in mean reversion and the disposition effect : an experimental test
Jiao, Peiran
- In:
The journal of behavioral finance : a publication of …
18
(
2017
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012008594
Saved in:
212
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
213
Optimal consumption-investment strategy under the Vasicek model : HARA utility and Legendre transform
Chang, Hao
;
Chang, Kai
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 215-227
Persistent link: https://www.econbiz.de/10011694631
Saved in:
214
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)
Rabinovitz, Yedidya
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011778269
Saved in:
215
Optimal purchasing of deferred income annuities when payout yields are
mean-reverting
Huang, Huaxiong
;
Milevsky, Moshe Arye
;
Young, Virginia R.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 327-361
Persistent link: https://www.econbiz.de/10011778596
Saved in:
216
An empirical study on the stock price volatility of small and medium enterprise board in China
Chi, Qishui
;
Huo, Jieyi
- In:
Research in world economy
8
(
2017
)
2
,
pp. 12-24
Persistent link: https://www.econbiz.de/10011784337
Saved in:
217
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
218
Growth and value hybrid valuation model based on mean reversion
Yeh, I-Cheng
;
Lien, Che-hui
- In:
Applied economics
49
(
2017
)
50
,
pp. 5092-5116
Persistent link: https://www.econbiz.de/10011844893
Saved in:
219
Asynchronous ADRs : overnight vs intraday returns and trading strategies
Kang, Jamie
;
Leung, Tim
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 580-596
Persistent link: https://www.econbiz.de/10011961106
Saved in:
220
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
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