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Search: subject:"mean-reverting"
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Mean Reversion
15
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International journal of theoretical and applied finance
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8
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ECONIS (ZBW)
19
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1
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
2
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
3
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
4
Growth and value hybrid valuation model based on mean reversion
Yeh, I-Cheng
;
Lien, Che-hui
- In:
Applied economics
49
(
2017
)
50
,
pp. 5092-5116
Persistent link: https://www.econbiz.de/10011844893
Saved in:
5
Speculative behavior in a housing market : boom and bust
Zheng, Min
;
Wang, Hefei
;
Wang, Chengzhang
;
Wang, Shouyang
- In:
Economic modelling
61
(
2017
),
pp. 50-64
Persistent link: https://www.econbiz.de/10011736700
Saved in:
6
Asymmetric dynamics in REIT prices : further evidence based on quantile regression analysis
Lee, Chien-chiang
;
Lee, Cheng-Feng
;
Lee, Chi-Chuan
- In:
Economic modelling
42
(
2014
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010478286
Saved in:
7
Conditional Markov regime switching model applied to economic modelling
Goutte, Stéphane
- In:
Economic modelling
38
(
2014
),
pp. 258-269
Persistent link: https://www.econbiz.de/10010419115
Saved in:
8
The impact of mean reversion model on portfolio investment strategies : empirical evidence from emerging markets
Akarim, Yasemin Deniz
;
Sevim, Serafettin
- In:
Economic modelling
31
(
2013
),
pp. 453-459
Persistent link: https://www.econbiz.de/10009730818
Saved in:
9
Irreversibility, mean reversion, and investment timing
Kit, Pong Wong
;
Yi, Long
- In:
Economic modelling
30
(
2013
),
pp. 770-775
Persistent link: https://www.econbiz.de/10009708800
Saved in:
10
Nonlinear adjustment to the mean reversion of consumption-income ratio
Elmi, Zahra Mila
;
Ranjbar, Omid
- In:
Economic modelling
35
(
2013
),
pp. 477-480
Persistent link: https://www.econbiz.de/10010336773
Saved in:
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