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Search: subject:"mean reverting"
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Mean Reversion
484
Mean reversion
484
Theorie
183
Theory
181
Estimation
107
Schätzung
107
Börsenkurs
97
Share price
97
Volatility
88
Volatilität
88
Zeitreihenanalyse
83
Stochastischer Prozess
82
Time series analysis
82
Stochastic process
81
Portfolio-Management
78
Portfolio selection
77
Option pricing theory
74
Optionspreistheorie
74
Capital income
73
Kapitaleinkommen
73
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
34
Behavioural finance
34
mean reversion
33
Derivat
32
Derivative
32
Efficient market hypothesis
28
Effizienzmarkthypothese
28
Random Walk
26
Random walk
26
CAPM
25
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Free
204
Undetermined
158
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Article
399
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231
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1
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339
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339
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94
Graue Literatur
92
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92
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88
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20
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20
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18
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14
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4
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4
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3
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English
575
Undetermined
43
German
13
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1
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Gil-Alaña, Luis A.
22
Leung, Tim
16
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
Chen, Hong-Yi
3
Chung, Shing Fung
3
Dias, Daniel
3
Dionne, Georges
3
Gibson, John K.
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
Applied mathematical finance
8
International journal of financial engineering
8
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
European journal of operational research : EJOR
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
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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Source
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ECONIS (ZBW)
568
RePEc
50
EconStor
9
BASE
2
Other ZBW resources
2
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261
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
Saved in:
262
Long memory and fractional cointegration relationship between physical and financial oil markets
Ghorbel, Achraf
;
Souissi, Nessim
- In:
International journal of bonds and derivatives
2
(
2016
)
2
,
pp. 133-151
Persistent link: https://www.econbiz.de/10011587541
Saved in:
263
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
264
Optimal funding and hiring/firing policies with
mean
reverting
demand
Bouaskera, O.
;
Letifi, N.
;
Prigent, Jean-Luc
- In:
Economic modelling
58
(
2016
),
pp. 569-579
Persistent link: https://www.econbiz.de/10011647565
Saved in:
265
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
266
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
267
Nonrandom price movements
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
17
(
2016
),
pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Saved in:
268
Price mean reversion, seasonality, and options markets
Hart, Chad E.
;
Lence, Sergio H.
;
Hayes, Dermot James
;
Na Jin
- In:
American journal of agricultural economics
98
(
2016
)
3
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011635129
Saved in:
269
Speculative futures trading under mean reversion
Leung, Tim
;
Li, Jiao
;
Li, Xin
;
Wang, Zheng
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011619949
Saved in:
270
Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
Saved in:
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