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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of real estate finance and economics"
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Search: subject_exact:"Mean-reverting process"
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Journal of financial and quantitative analysis : JFQA
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Mean reversion and momentum : another look at the price-volume correlation in the real estate market
Arbel, Yuval
;
Ben-Shahar, Danny
;
Sulganik, Eyal
- In:
The journal of real estate finance and economics
39
(
2009
)
3
,
pp. 316-335
Persistent link: https://www.econbiz.de/10003900725
Saved in:
2
Mean reversion in G-10 nominal exchange rates
Sweeney, Richard J.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
3
,
pp. 685-708
Persistent link: https://www.econbiz.de/10003374655
Saved in:
3
Selectivity, quality adjustment and mean reversion in the measurement of house values
Hwang, Min
;
Quigley, John M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 161-178
Persistent link: https://www.econbiz.de/10001955292
Saved in:
4
Property company stock price and net asset value : a mean reversion perspective
Liow, Kim Hiang
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 235-255
Persistent link: https://www.econbiz.de/10001788899
Saved in:
5
Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001661618
Saved in:
6
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
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