Narrow search
Showing 61 - 70 of 4,770
Cover Image
A panel data test for mean reversion using ranndomization [randomization]
Schaller, Huntley; Jog, Vijay M. - 1993
Persistent link: https://www.econbiz.de/10000855405
Cover Image
Mean reversion at the Dutch stock exchange?
Groenendijk, Aart A. - 1993
Persistent link: https://www.econbiz.de/10000860988
Cover Image
An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J. - 1989
Persistent link: https://www.econbiz.de/10000774913
Cover Image
Can a well-fitted equilibrium asset pricing model produce mean reversion?
Bonomo, Marco Antonio; Garcia, René - 1992
Persistent link: https://www.econbiz.de/10000136222
Cover Image
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Keller-Ressel, Martin; Steiner, Thomas - In: Finance and stochastics 12 (2008) 2, pp. 149-172
Persistent link: https://www.econbiz.de/10003716240
Cover Image
Asymmetric mean reversion in the consumption-income ratio : evidence from OECD economies
Cook, Steven - In: Applied econometrics and international development 2 (2002) 2, pp. 27-34
Persistent link: https://www.econbiz.de/10003716860
Cover Image
Modelling the slow mean-reversion of the Central and Eastern European countries real exchange rates
Dufrénot, Gilles; Grimaud, Elisabeth; Latil, Eugénie; … - In: The Manchester School 76 (2008) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10003640939
Cover Image
Very long term equity investment strategies : real stock prices and mean reversion
Ap Gwilym, Owain; Seaton, James; Thomas, Stephen - In: The journal of investing 17 (2008) 2, pp. 15-23
Persistent link: https://www.econbiz.de/10003758515
Cover Image
Valuing flexibility : the case of an integrated gasification combined cycle power plant
Abadié Muñoz, Luis María; Chamorro, José-Maria - In: Energy economics 30 (2008) 4, pp. 1850-1881
Persistent link: https://www.econbiz.de/10003745329
Cover Image
Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette; Ohana, Steve - In: Risk management in commodity markets : from shipping to …, (pp. 183-205). 2008
Persistent link: https://www.econbiz.de/10003787698