Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Lo and MacKinlay variance ratio"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Börsenkurs
3
Mean Reversion
3
Mean reversion
3
Share price
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Erwartungsbildung
2
Estimation theory
2
Expectation formation
2
Forecasting model
2
India
2
Indien
2
Lo and MacKinlay variance ratio
2
Prognoseverfahren
2
Schätztheorie
2
Stock market
2
expected lifetime range ratio
2
extreme value estimators
2
mean reversion
2
random walk
2
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Estimation
1
Expected Lifetime Range ratio
1
Expected lifetime range ratio
1
Indian stock market
1
Lo and MacKinlay variance ratio statistic
1
Lo and Mackinlay Variance Ratio
1
Moving average MA (1) model
1
Portfolio selection
1
Portfolio-Management
1
Random Walk
1
Random walk
1
Schätzung
1
Statistical theory
1
Statistische Methodenlehre
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Article
1
Language
All
English
4
Author
All
Shaik, Muneer
4
Maheswaran, S.
3
Kanvinde, Mukta
1
Published in...
All
Cogent Economics & Finance
1
Cogent economics & finance
1
IIMB management review
1
International journal of business and economics
1
Source
All
ECONIS (ZBW)
3
EconStor
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected lifetime range ratio to find mean reversion: Evidence from Indian stock market
Shaik, Muneer
;
Maheswaran, S.
- In:
Cogent Economics & Finance
6
(
2018
)
1
,
pp. 1-23
conclusive in detecting mean reversion when compared to the traditional
Lo
and
MacKinlay
variance
ratio
variance ratio. On the …
Persistent link: https://www.econbiz.de/10011988858
Saved in:
2
Expected lifetime range ratio to find mean reversion : evidence from Indian stock market
Shaik, Muneer
;
Maheswaran, S.
- In:
Cogent economics & finance
6
(
2018
)
1
,
pp. 1-23
conclusive in detecting mean reversion when compared to the traditional
Lo
and
MacKinlay
variance
ratio
variance ratio. On the …
Persistent link: https://www.econbiz.de/10011905649
Saved in:
3
A new method based on range to detect mean reversion
Shaik, Muneer
;
Maheswaran, S.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10012489711
Saved in:
4
Are BRICS stock market indices mean reverting? Evidence based on Expected Lifetime Range Ratio
Kanvinde, Mukta
;
Shaik, Muneer
- In:
International journal of business and economics
19
(
2020
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10012608851
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
