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:"Mean reverting"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Mean Reversion
733
Mean reversion
733
Theorie
313
Theory
311
Börsenkurs
160
Share price
160
Estimation
155
Schätzung
154
Volatility
151
Volatilität
151
Stochastischer Prozess
150
Stochastic process
149
Zeitreihenanalyse
131
Time series analysis
130
Portfolio-Management
128
Portfolio selection
127
Capital income
114
Kapitaleinkommen
114
Option pricing theory
114
Optionspreistheorie
114
Einheitswurzeltest
80
Unit root test
80
mean reversion
75
USA
72
United States
72
Aktienmarkt
59
Stock market
59
Anlageverhalten
57
Behavioural finance
57
Kaufkraftparität
51
Purchasing power parity
51
Derivat
48
Derivative
48
Welt
45
World
45
CAPM
43
Estimation theory
36
Schätztheorie
36
Efficient market hypothesis
35
Effizienzmarkthypothese
35
more ...
less ...
Online availability
All
Free
289
Undetermined
239
CC license
17
Type of publication
All
Article
549
Book / Working Paper
316
Other
1
Type of publication (narrower categories)
All
Article in journal
480
Aufsatz in Zeitschrift
480
Working Paper
120
Arbeitspapier
114
Graue Literatur
109
Non-commercial literature
109
Aufsatz im Buch
24
Book section
24
Hochschulschrift
18
Thesis
14
Article
6
Collection of articles written by one author
4
Sammlung
4
Conference paper
2
Konferenzbeitrag
2
research-article
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
808
Undetermined
43
German
15
Spanish
1
Author
All
Gil-Alaña, Luis A.
30
Leung, Tim
19
Caporale, Guglielmo Maria
15
Wong, Hoi Ying
8
Bikker, Jacob A.
7
Kim, Hyeongwoo
7
Spierdijk, Laura
7
Stein, Jeremy C.
7
Bao, Yong
6
Boltz, Marie
6
Chort, Isabelle
6
Fabozzi, Frank J.
6
Holmes, Mark J.
6
Lange, Rutger-Jan
6
Li, Xin
6
Teulings, Coen N.
6
Ullah, Aman
6
Albrecht, Peter
5
Fogarasi, Norbert
5
Kanamura, Takashi
5
Kantar, Cemil
5
Otero, Jesús G.
5
Panagiōtidēs, Theodōros
5
Yu, Jun
5
Avanzi, Benjamin
4
Benth, Fred Espen
4
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
Endres, Sylvia
4
Gibson, John K.
4
Gustavsson, Magnus
4
Kim, Bonggeun
4
Kim, Jintae
4
Levendovszky, János
4
Li, Jiao
4
Madan, Dilip B.
4
Maurer, Alina
4
Moon, Seongman
4
Narayan, Paresh Kumar
4
Neaime, Simon
4
more ...
less ...
Institution
All
National Bureau of Economic Research
11
HAL
3
Carleton University / Department of Economics
2
Department of Economics and Related Studies, University of York
2
EconWPA
2
Queen Mary College / Department of Economics
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Agricultural and Applied Economics Association - AAEA
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Duale Hochschule Baden-Württemberg Stuttgart
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
1
Fakultät für Wirtschaftswissenschaften, Technische Universität München
1
Graduate School of Economics, Kyoto University
1
Hong Kong Monetary Authority
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut for Virksomhedsledelse og Økonomi, Syddansk Universitet
1
Institut für Wirtschaftsforschung Halle
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
Technische Universität Kaiserslautern
1
University of Connecticut / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Verlag Dr. Hut <München>
1
more ...
less ...
Published in...
All
Applied economics
18
International journal of theoretical and applied finance
16
Economic modelling
12
Journal of banking & finance
12
The European journal of finance
12
Applied economics letters
11
Applied mathematical finance
11
Working paper / National Bureau of Economic Research, Inc.
11
NBER working paper series
10
Economics letters
9
Quantitative finance
9
CESifo working papers
8
International journal of financial engineering
8
Journal of mathematical finance
8
Energy economics
7
International review of economics & finance : IREF
7
The journal of futures markets
7
Applied financial economics
6
Computational economics
6
European journal of operational research : EJOR
6
Finance research letters
6
Insurance / Mathematics & economics
6
NBER Working Paper
6
Review of quantitative finance and accounting
6
Risks : open access journal
6
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
Insurance: Mathematics and Economics
4
International review of financial analysis
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Research in international business and finance
4
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
4
Applied Mathematical Finance
3
Cogent economics & finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
800
RePEc
50
EconStor
12
BASE
2
Other ZBW resources
2
Showing
1
-
10
of
866
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing VIX options based on
mean-reverting
models driven by information
Yin, Ya-Hua
;
Zhu, Fu-min
;
Zheng, Zun-Xin
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015133585
Saved in:
2
A penalty decomposition algorithm with greedy improvement for
mean-reverting
portfolios with sparsity and volatility constraints
Mousavi, Ahmad
;
Shen, Jinglai
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
Saved in:
3
Pricing options on a
mean-reverting
asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
4
Mean reversion trading on the naphtha crack
Turquet, Briac
;
Bajgrowicz, Pierre
;
Scaillet, Olivier
-
2024
Persistent link: https://www.econbiz.de/10015192708
Saved in:
5
Multivariate rough volatility
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015326256
Saved in:
6
Improving cointegration-based pairs trading strategy with asymptotic analyses and convergence rate filters
Ti, Yen-Wu
;
Dai, Tian-Shyr
;
Wang, Kuan-Lun
;
Chang, Hao-Han
- In:
Computational economics
64
(
2024
)
5
,
pp. 2717-2745
Persistent link: https://www.econbiz.de/10015144065
Saved in:
7
Improved sparse
mean
reverting
portfolio selection using simulated annealing and extreme learning machine
Rácz, Attila
;
Fogarasi, Norbert
-
2024
Persistent link: https://www.econbiz.de/10015189621
Saved in:
8
The multivariate fractional Ornstein-Uhlenbeck process
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015084279
Saved in:
9
Earnings mean reversion and dynamic optimal capital structure
Agliardi, Elettra
;
Charalambides, Marios
;
Koussis, Nicos
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10015050809
Saved in:
10
Persistent and long-term co-movements between gender equality and global prices
Infante, Juan
;
Rio, Marta del
;
Gil-Alaña, Luis A.
- In:
Economies : open access journal
12
(
2024
)
7
,
pp. 1-15
both indices, revealing that they are remarkably consistent with integration orders close to 1 and no evidence of
mean-reverting
…
Persistent link: https://www.econbiz.de/10014636175
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
