//--> //--> //-->
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
subject:"USA"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
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:"Mean reversion"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Estimation
Stochastischer Prozess
Mean Reversion
8
Mean reversion
8
Capital income
3
Kapitaleinkommen
3
United States
3
Börsenkurs
2
Share price
2
Theorie
2
Theory
2
Welt
2
World
2
1978-2008
1
Anlageverhalten
1
Asian options
1
Asset pricing
1
Bank
1
Behavioural finance
1
Biased beliefs
1
CAPM
1
Cash Flow
1
Cash flow
1
Cash flow Extrapolation
1
Commodity derivative
1
Commodity exchange
1
Commodity market
1
Commodity markets
1
Commodity price
1
Devisenmarkt
1
Early commodity prices
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Foreign exchange market
1
Fourier transform
1
Heterogeneous-agents
1
Interest rate
1
Interest rate parity
1
Jump diffusion
1
Long-run reversal
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bali, Turan G.
1
Bianchi, Robert
1
Chaudhry, Mukesh
1
Chung, Shing Fung
1
Demirtas, K. Ozgur
1
Faff, Robert W.
1
Gart, Alan
1
Gray, Philip K.
1
Knapp, Morris
1
Levy, Haim
1
Mikutowski, Mateusz
1
Wong, Hoi Ying
1
Zaremba, Adam
1
more ...
less ...
Published in...
All
Journal of banking & finance
CESifo working papers
6
Applied economics letters
5
International review of economics & finance : IREF
5
The European journal of finance
5
Working Paper
5
Economic modelling
4
Finance research letters
4
International journal of theoretical and applied finance
4
The journal of futures markets
4
Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper / Tinbergen Institute
3
Economics and finance working paper series
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of international money and finance
3
Research in international business and finance
3
Working paper
3
Applied economics
2
Applied mathematical finance
2
Cogent economics & finance
2
Computational Management Science : CMS
2
DNB working paper
2
De Nederlandsche Bank Working Paper
2
Discussion paper / Centre for Economic Policy Research
2
East Asian economic review
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Energy economics
2
European journal of operational research : EJOR
2
FAU discussion papers in economics
2
International review of financial analysis
2
Journal of econometrics
2
Journal of economics & business
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of international economics
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Risks : open access journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
2
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
3
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Saved in:
4
The impact of mean reversion of bank profitability on post-merger performance in the banking industry
Knapp, Morris
;
Gart, Alan
;
Chaudhry, Mukesh
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3503-3517
Persistent link: https://www.econbiz.de/10003394500
Saved in:
5
On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.
;
Gray, Philip K.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->