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subject:"Theorie"
~isPartOf:"Finance research letters"
~isPartOf:"Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini"
~subject:"Mean Reversion"
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Finance research letters
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
International journal of theoretical and applied finance
10
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Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
2
Nonrandom price movements
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
17
(
2016
),
pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
Saved in:
3
Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Neaime, Simon
- In:
Finance research letters
13
(
2015
),
pp. 74-80
Persistent link: https://www.econbiz.de/10011552396
Saved in:
4
A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting
Böhm, Volker
;
Chiarella, Carl
;
He, Xue-zhong
;
Hüls, …
- In:
Global analysis of dynamic models in economics and …
,
(pp. 289-316)
.
2013
Persistent link: https://www.econbiz.de/10009611571
Saved in:
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