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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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The impact of mean reversion model on portfolio investment strategies : empirical evidence from emerging markets
Akarim, Yasemin Deniz; Sevim, Serafettin - In: Economic modelling 31 (2013), pp. 453-459
Persistent link: https://www.econbiz.de/10009730818
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Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang; Lee, Cheng-Feng; Lee, Chi-Chuan - In: Economic modelling 42 (2014), pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
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Revisiting the mean reversion of inflation rates for 22 OECD countries
Chang, Tsangyao; Ranjbar, Omid; Tang, De-piao - In: Economic modelling 30 (2013), pp. 245-252
Persistent link: https://www.econbiz.de/10009703675
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Business cycles synchronization in East Asia : a Markov-switching approach
Dufrénot, Gilles; Keddad, Benjamin - In: Economic modelling 42 (2014), pp. 186-197
Persistent link: https://www.econbiz.de/10010478186
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Asset allocation under stochastic interest rate with regime switching
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 29 (2012) 4, pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien - In: Economic modelling 29 (2012) 3, pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
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Comparing the shape of recoveries : France, the UK and the US
Bec, Frédérique; Bouabdallah, Othman; Ferrara, Laurent - In: Economic modelling 44 (2015), pp. 327-334
Persistent link: https://www.econbiz.de/10011326210
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Bull, bear or any other states in US stock market?
Jiang, Yu; Fang, Xianming - In: Economic modelling 44 (2015), pp. 54-58
Persistent link: https://www.econbiz.de/10011326294