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Markov-Switching Mean Reversio...
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101
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002574193
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102
Are European equity style indexes mean reverting? : Testing the validity of the efficient market hypothesis
Berneburg, Marian
(
contributor
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2004
Persistent link: https://www.econbiz.de/10002235565
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103
On the failure of purchasing power parity for bilateral exchanges rates after 1973
Elliott, Graham
;
Pesavento, Elena
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
6
,
pp. 1405-1430
Persistent link: https://www.econbiz.de/10003363344
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104
On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei
;
Kunst, Robert M.
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2002
Persistent link: https://www.econbiz.de/10001642276
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105
Closed-end fund discounts and expected investment performance
Ferguson, Robert
;
Leistikow, Dean
- In:
The financial review : the official publication of the …
39
(
2004
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10002041177
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106
Memory in world stock prices
Arshanapalli, Bala Gangadhar
;
Belcher, Larry
;
Ma, …
- In:
International journal of business
9
(
2004
)
1
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pp. 1-13
Persistent link: https://www.econbiz.de/10001976511
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107
Mean reversion in national stock markets revisited : empirical evidence from mature markets
Bernal, Alberto J.
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Soikkeli, Jarkko
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2000
Persistent link: https://www.econbiz.de/10001485780
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108
Forecasting profitability and earnings
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The journal of business : B
73
(
2000
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10001469459
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109
A Bayesian inference approach to testing mean reversion in the Swedish stock market
Graflund, Andreas
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2000
Persistent link: https://www.econbiz.de/10001514939
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110
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert
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2002
Persistent link: https://www.econbiz.de/10001671445
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