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Search: subject:"Vasicek Model"
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Subject
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Mean Reversion
735
Mean reversion
733
Theorie
300
Theory
300
Estimation
162
Schätzung
160
Börsenkurs
152
Share price
152
Stochastic process
143
Stochastischer Prozess
143
Volatility
136
Volatilität
136
Portfolio selection
132
Portfolio-Management
132
Zeitreihenanalyse
122
Time series analysis
121
Capital income
114
Kapitaleinkommen
114
Option pricing theory
107
Optionspreistheorie
107
Unit root test
80
Einheitswurzeltest
79
mean reversion
75
USA
71
United States
71
Aktienmarkt
57
Stock market
57
Anlageverhalten
55
Behavioural finance
55
Kaufkraftparität
51
Purchasing power parity
51
Yield curve
47
Zinsstruktur
47
Estimation theory
45
Schätztheorie
45
Welt
45
World
45
CAPM
44
Vasicek model
44
Derivat
43
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Online availability
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Free
266
Undetermined
212
CC license
14
Type of publication
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Article
503
Book / Working Paper
302
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Article in journal
463
Aufsatz in Zeitschrift
463
Working Paper
109
Arbeitspapier
108
Graue Literatur
105
Non-commercial literature
105
Aufsatz im Buch
23
Book section
23
Hochschulschrift
19
Thesis
13
Article
4
Collection of articles written by one author
4
Sammlung
4
Conference paper
3
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3
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1
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1
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English
773
Undetermined
17
German
15
Spanish
1
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Gil-Alaña, Luis A.
30
Leung, Tim
17
Caporale, Guglielmo Maria
15
Yu, Jun
13
Bikker, Jacob A.
7
Kim, Hyeongwoo
7
Spierdijk, Laura
7
Stein, Jeremy C.
7
Wong, Hoi Ying
7
Bao, Yong
6
Boltz, Marie
6
Chort, Isabelle
6
Holmes, Mark J.
6
Li, Xin
6
Ullah, Aman
6
Albrecht, Peter
5
Christensen, Bent Jesper
5
Fabozzi, Frank J.
5
Kantar, Cemil
5
Otero, Jesús G.
5
Panagiōtidēs, Theodōros
5
Platen, Eckhard
5
Posch, Olaf
5
Benth, Fred Espen
4
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
Endres, Sylvia
4
Gustavsson, Magnus
4
Kim, Jintae
4
Levendovszky, János
4
Li, Jiao
4
Madan, Dilip B.
4
Maurer, Alina
4
Narayan, Paresh Kumar
4
Neaime, Simon
4
Pigato, Paolo
4
Račev, Svetlozar T.
4
Smyth, Russell
4
Summers, Lawrence Henry
4
Wang, Yun
4
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Institution
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National Bureau of Economic Research
11
School of Economics, Singapore Management University
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Carleton University / Department of Economics
2
Department of Economics and Related Studies, University of York
2
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
2
Queen Mary College / Department of Economics
2
CESifo
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
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Wirtschaftsforschung Halle
1
Institute of Economic Research, Kyoto University
1
School of Economics and Management, University of Aarhus
1
Technische Universität Kaiserslautern
1
University of Connecticut / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Verlag Dr. Hut <München>
1
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Applied economics
17
International journal of theoretical and applied finance
17
Applied economics letters
11
Economic modelling
11
The European journal of finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied mathematical finance
10
Economics letters
10
Journal of banking & finance
10
NBER working paper series
10
CESifo working papers
9
Insurance / Mathematics & economics
9
International journal of financial engineering
8
Energy economics
7
Finance research letters
7
International review of economics & finance : IREF
7
Journal of mathematical finance
7
The journal of futures markets
7
Applied financial economics
6
NBER Working Paper
6
Quantitative finance
6
Review of quantitative finance and accounting
6
Computational economics
5
European journal of operational research : EJOR
5
Journal of econometrics
5
Risks : open access journal
5
Working paper
5
Annals of financial economics
4
Journal of empirical finance
4
Journal of international money and finance
4
Journal of risk
4
Journal of risk and financial management : JRFM
4
MPRA Paper
4
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of asset management
4
Working Papers / School of Economics, Singapore Management University
4
Cogent economics & finance
3
DNB working paper
3
De Nederlandsche Bank Working Paper
3
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Source
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ECONIS (ZBW)
777
RePEc
23
EconStor
5
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805
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41
Euro area inflation in the era of COVID-19 : a permanent or a transitory phenomenon?
Apergēs, Nikolaos
- In:
The Manchester School
92
(
2024
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10014532220
Saved in:
42
The valuation of arithmetic Asian options with mean reversion and jump clustering
Song, Shiyu
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491975
Saved in:
43
A new boosting algorithm for online portfolio selection based on dynamic time warping and anti‑correlation
He, Hongliu
;
Li, Hua
- In:
Computational economics
63
(
2024
)
5
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014549254
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44
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
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45
Dissecting idiosyncratic earnings risk
Halvorsen, Elin
;
Holter, Hans A.
;
Ozkan, Serdar
; …
- In:
Journal of the European Economic Association : JEEA
22
(
2024
)
2
,
pp. 617-668
Persistent link: https://www.econbiz.de/10014527010
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46
Intermediary-based equity term structure
Li, Kai
;
Xu, Chenjie
- In:
Journal of financial economics
157
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10015072447
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47
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
48
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
49
Equilibrium interest rate models for the Indian Government security market
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
10
(
2024
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10015064463
Saved in:
50
Comparisons of residual income model and growth value model
Yeh, I-Cheng
- In:
Applied economics
56
(
2024
)
11
,
pp. 1327-1345
Persistent link: https://www.econbiz.de/10014470996
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