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~person:"Kandel, Shmuel"
~person:"Neaime, Simon"
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Search: subject_exact:"Cox-Ingersoll-Ross model"
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Kandel, Shmuel
Neaime, Simon
Gil-Alaña, Luis A.
21
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12
Caporale, Guglielmo Maria
11
Li, Xin
7
Spierdijk, Laura
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Ullah, Aman
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ECONIS (ZBW)
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1
Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Neaime, Simon
- In:
Finance research letters
13
(
2015
),
pp. 74-80
Persistent link: https://www.econbiz.de/10011552396
Saved in:
2
Recent assessments on mean reversion in the Middle East stock markets
Hakim, Sam R.
;
Neaime, Simon
- In:
Stock market volatility
,
(pp. 557-569)
.
2009
Persistent link: https://www.econbiz.de/10003830661
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
Saved in:
4
A portfolio choice model with utility from anticipation of future consumption and stock markets' mean reversion
Kandel, Shmuel
;
Kuznitz, Arik
-
2004
Persistent link: https://www.econbiz.de/10002452267
Saved in:
5
Mean-reversion across MENA stock markets : implications for derivative pricing
Hakim, Sam R.
;
Neaime, Simon
- In:
International journal of business
8
(
2003
)
3
,
pp. 347-358
Persistent link: https://www.econbiz.de/10001787598
Saved in:
6
Mean-reversion across MENA stock markets : implications for portfolio allocations
Hakim, Sam
;
Neaime, Simon
-
2000
Persistent link: https://www.econbiz.de/10001647036
Saved in:
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