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~isPartOf:"Journal of economics and finance"
~isPartOf:"The journal of futures markets"
~subject:"Financial analysis"
~subject:"GARCH"
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Journal of economics and finance
The journal of futures markets
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Konzeption eines Handelssystems auf Basis des Mean-Reversion-Effektes der Volatilität
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Latin American business review
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Lecture Notes in Economics and Mathematical Systems
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An empirical analysis of mean reversion of the S&P 500’s P/E ratios
Becker, Ralf
;
Lee, Junsoo
;
Gup, Benton E.
- In:
Journal of economics and finance
36
(
2012
)
3
,
pp. 675-690
Persistent link: https://www.econbiz.de/10009690360
Saved in:
2
A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
Saved in:
3
A test of two models in forecasting stock index futures price volatility
Randolph, William L.
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
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