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Mean Reversion in Stock Prices...
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Nelson, Charles R.
31
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5
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4
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ECONIS (ZBW)
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1
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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2
The investor's guide to economic indicators
Nelson, Charles R.
-
1987
Persistent link: https://www.econbiz.de/10000725623
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3
Binomial autoregressive moving average models with an application to US recessions
Startz, Richard
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10003625179
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4
The stochastic behavior of durable and nondurable consumption
Startz, Richard
- In:
The review of economics and statistics
71
(
1989
)
2
,
pp. 356-363
Persistent link: https://www.econbiz.de/10001069232
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5
Parsimoneous modeling of yield curves for U.S. Treasury bills
Nelson, Charles R.
;
Siegel, Andrew F.
-
1985
Persistent link: https://www.econbiz.de/10000685332
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6
Long-term behavior of yield curves
Siegel, Andrew F.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 105-110
Persistent link: https://www.econbiz.de/10001047143
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7
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
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8
New measures of the output gap based on the forward-looking new Keynesian Phillips curve
Basistha, Arabinda
;
Nelson, Charles R.
- In:
Journal of monetary economics
54
(
2007
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10003455159
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9
Expectation horizon and the Phillips curve : the solution to an empirical puzzle
Lee, Jaejoon
;
Nelson, Charles R.
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 161-178
Persistent link: https://www.econbiz.de/10003448518
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10
Earnings growth and the bull market of the 1990s : is there a case for rational exuberance?
Bae, Jinho
;
Nelson, Charles R.
- In:
Journal of macroeconomics
29
(
2007
)
4
,
pp. 690-707
Persistent link: https://www.econbiz.de/10003586684
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