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isPartOf:"Economics and finance working paper series"
~isPartOf:"Computational Management Science : CMS"
~isPartOf:"The European journal of finance"
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1
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
2
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
3
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
4
Risk and reward of home equity borrowing for investment in Canada : a stochastic analysis
Naseem, Almas
;
Reesor, R. Mark
- In:
Computational Management Science : CMS
12
(
2015
)
1
,
pp. 45-79
Persistent link: https://www.econbiz.de/10010481794
Saved in:
5
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
Saved in:
6
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
7
Mean reversion of short-run interest rates : empirical evidence from new EU countries
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Matousek, Roman
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 89-107
Persistent link: https://www.econbiz.de/10009565250
Saved in:
8
Dynamic modelling of mean-reverting spreads for statistical arbitrage
Triantafyllopoulos, K.
;
Montana, G.
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 23-49
Persistent link: https://www.econbiz.de/10008992079
Saved in:
9
Asymmetric mean reversion in European interest rates : a two-factor model
Koutmos, Gregory
;
Philippatos, George C.
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 741-750
Persistent link: https://www.econbiz.de/10003610017
Saved in:
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