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Search: subject:"mean-reverting"
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Mean Reversion
8
Mean reversion
8
Einheitswurzeltest
5
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Theorie
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4
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3
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mean reversion
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Baharumshah, Ahmad Zubaidi
2
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1
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Evan Lau
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Hooi Hooi Lean
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Applied economics
International journal of theoretical and applied finance
13
Economic modelling
10
Journal of banking & finance
10
International journal of financial engineering
8
Applied mathematical finance
7
The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
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International review of financial analysis
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2921-2933
Persistent link: https://www.econbiz.de/10009616395
Saved in:
5
Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries
Evan Lau
;
Baharumshah, Ahmad Zubaidi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1939-1949
Persistent link: https://www.econbiz.de/10003862774
Saved in:
6
Are Asian real exchange rates
mean
reverting
? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Hooi Hooi Lean
;
Smyth, Russell
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2109-2120
Persistent link: https://www.econbiz.de/10003589711
Saved in:
7
A heterogeneous model of disposition effect
Hung, Mao-Wei
;
Yu, Hsiao-yuan
- In:
Applied economics
38
(
2006
)
18
,
pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
Saved in:
8
Testing mean reversion in target-zone exchange rates
Cavaliere, Giuseppe
- In:
Applied economics
37
(
2005
)
20
,
pp. 2335-2347
Persistent link: https://www.econbiz.de/10003221534
Saved in:
9
Forecasting profitability and earnings : a study of the UK market (1982 - 2000)
Allen, David E.
;
Salim, H. M.
- In:
Applied economics
37
(
2005
)
17
,
pp. 2009-2018
Persistent link: https://www.econbiz.de/10003143078
Saved in:
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