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Search: subject:"mean reverting"
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Mean Reversion
485
Mean reversion
485
Theorie
184
Theory
182
Estimation
108
Schätzung
108
Börsenkurs
97
Share price
97
Volatility
88
Volatilität
88
Zeitreihenanalyse
83
Stochastischer Prozess
82
Time series analysis
82
Stochastic process
81
Portfolio-Management
79
Portfolio selection
78
Capital income
74
Kapitaleinkommen
74
Option pricing theory
74
Optionspreistheorie
74
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
159
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Article
400
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231
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1
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340
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340
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94
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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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2
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English
576
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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ECONIS (ZBW)
569
RePEc
50
EconStor
9
BASE
2
Other ZBW resources
2
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471
Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries
Evan Lau
;
Baharumshah, Ahmad Zubaidi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1939-1949
Persistent link: https://www.econbiz.de/10003862774
Saved in:
472
Momentum and mean reversion in strategic asset allocation
Koijen, Ralph S. J.
;
Rodríguez, Juan Carlos
;
Sbuelz, …
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1199-1213
Persistent link: https://www.econbiz.de/10003864233
Saved in:
473
Mean reversion and momentum : another look at the price-volume correlation in the real estate market
Arbel, Yuval
;
Ben-Shahar, Danny
;
Sulganik, Eyal
- In:
The journal of real estate finance and economics
39
(
2009
)
3
,
pp. 316-335
Persistent link: https://www.econbiz.de/10003900725
Saved in:
474
Albanian current account deficit : does it possess
mean
reverting
properties?
Tanku, Altin
;
Ruçaj, Evis
;
Frashe͏̈ri, Argita
-
2009
Persistent link: https://www.econbiz.de/10003876029
Saved in:
475
Housing market dynamics : evidence of mean reversion and downward rigidity
Gao, Andre
;
Lin, Zhenguo
;
Na, Carrie Fangzhou
- In:
Journal of housing economics
18
(
2009
)
3
,
pp. 256-266
Persistent link: https://www.econbiz.de/10003927864
Saved in:
476
Nonlinear mean reversion in the G7 stock markets
Kim, Hyeongwoo
;
Stern, Liliana V.
;
Stern, Michael L.
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 347-355
Persistent link: https://www.econbiz.de/10003828501
Saved in:
477
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
478
Recent assessments on mean reversion in the Middle East stock markets
Hakim, Sam R.
;
Neaime, Simon
- In:
Stock market volatility
,
(pp. 557-569)
.
2009
Persistent link: https://www.econbiz.de/10003830661
Saved in:
479
A cascade linear filter to reduce revisions and false turning points for real time trend-cycle estimation
Dagum, Estela Bee
;
Luati, Alessandra
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 40-59
Persistent link: https://www.econbiz.de/10003800653
Saved in:
480
Besicherte Rohstoffterminkontrakte im Asset Management : die Möglichkeiten einer dynamischen vs. statischen Allokation auf der Grundlage von Mean Reversion Preiseigenschaften
Dennin, Torsten
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003816939
Saved in:
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