//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Economics and finance working paper series"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CIR process"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Mean Reversion
3
Mean reversion
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Aktienmarkt
1
Cointegration
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Financial market
1
Finanzmarkt
1
Government securities
1
Kointegration
1
Schätzung
1
Staatspapier
1
Stock market
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
3
Graue Literatur
3
Working Paper
3
Language
All
English
3
Author
All
Caporale, Guglielmo Maria
3
Gil-Alaña, Luis A.
3
Published in...
All
Economics and finance working paper series
CESifo working papers
6
Working paper / National Bureau of Economic Research, Inc.
6
Working paper
4
DNB working paper
3
Discussion paper / Centre for Economic Policy Research
3
Economics discussion paper series / Loughborough University, Department of Economics
2
IWH-Diskussionspapiere
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
2
Working paper series / European Central Bank
2
Working papers / University of Connecticut, Department of Economics
2
CREATES research paper
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Discussion papers on business and economics
1
Document de travail / DIAL, Développement, Institutions & Mondialisation, UMR 225, IRD - Paris-Dauphine : DT
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
ECON PhD dissertations
1
Econometric Institute research papers
1
Estudos e documentos de trabalho
1
Finance and economics discussion series
1
Fisher College of Business working paper series
1
IHS economics series : working paper
1
Kiel advanced studies working papers : advanced studies in international economic policy research
1
Meddelanden från Svenska Handelshögskolan
1
Policy research working paper : WPS
1
Reihe Ökonomie
1
SFB 649 discussion paper
1
Sloan working papers
1
Staff reports / Federal Reserve Bank of New York
1
Temi di discussione / Banca d'Italia
1
Wissenschaftliche Reihe BWL-Bank, DHBW Stuttgart, Fakultät Wirtschaft
1
Working paper / Bank of Albania
1
Working paper / Department of Economics, Copenhagen Business School
1
Working paper / Konjunkturinstitutet
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->