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~person:"Holmes, Mark J."
~person:"Kandel, Shmuel"
~type_genre:"Article in journal"
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Search: subject_exact:"Cox-Ingersoll-Ross model"
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Mean Reversion
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Holmes, Mark J.
Kandel, Shmuel
Gil-Alaña, Luis A.
14
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Wong, Hoi Ying
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European economic review : EER
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ECONIS (ZBW)
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Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin
;
Holmes, Mark J.
- In:
Applied economics letters
21
(
2014
)
1/3
,
pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
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2
Are EU budget deficits stationary?
Holmes, Mark J.
;
Otero, Jesús G.
;
Panagiōtidēs, …
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
3
,
pp. 767-778
Persistent link: https://www.econbiz.de/10003951659
Saved in:
3
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
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