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Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
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An extrapolative model of house price dynamics
Glaeser, Edward L.; Nathanson, Charles G. - 2015
Persistent link: https://www.econbiz.de/10010510698
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The volatility-confined LPPL model : a consistent model of "explosive" financial bubbles with mean-reverting residuals
Lin, Li; Ren, R. E.; Sornette, Didier - In: International review of financial analysis 33 (2014), pp. 210-225
Persistent link: https://www.econbiz.de/10010520461
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Mean reversion property in Indian commodities futures market
Ahamed, Naseem; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 5, pp. 443-450
Persistent link: https://www.econbiz.de/10011419068
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The dynamics of comparative advantage
Hanson, Gordon H.; Lind, Nelson; Muendler, Marc-Andreas - 2015
Persistent link: https://www.econbiz.de/10011421827
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Is there a scientific basis for accounting? : implications for practice, research, and education
Basu, Sudipta - In: Journal of international accounting research 14 (2015) 2, pp. 235-265
Persistent link: https://www.econbiz.de/10011429489
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Credit-market sentiment and the business cycle
López-Salido, José David; Stein, Jeremy C.; … - 2016
Persistent link: https://www.econbiz.de/10011431706
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Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong; Ullah, Aman; Wang, Yun; Yu, Jun - In: Economics letters 134 (2015), pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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Mean reversion in agricultural commodity prices in India
Gil-Alaña, Luis A.; Tripathy, Trilochan - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10010532661
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Optimal starting-stopping and switching of a CIR process with fixed costs
Leung, Tim; Li, Xin; Wang, Zheng - In: Risk and decision analysis 5 (2014) 2/3, pp. 149-161
Persistent link: https://www.econbiz.de/10011285058