//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
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_exact:"Mean Reversion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Mean reversion
3
Portfolio selection
3
Portfolio-Management
3
Electronic trading
2
Elektronisches Handelssystem
2
Mean-reversion
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Aggressive orders
1
Anlageverhalten
1
Appraisal/information ratio
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian modelling
1
Behavioural finance
1
Bourse
1
Business cycle
1
Börse
1
Börsenkurs
1
Capital income
1
Convex order
1
Cyclical coordinate descent
1
Finance
1
Financial analysis
1
Finanzanalyse
1
Fundamental analysis
1
High-frequency data
1
High-frequency trading
1
Information value
1
Informationswert
1
Inversion of convex ordering
1
Jump-diffusion model
1
Kapitaleinkommen
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Calderhead, Ben
1
Endres, Sylvia
1
Griveau-Billion, T.
1
Guyon, Julien
1
Saliba, Pamela
1
Stübinger, Johannes
1
Yan, Cheng
1
Zhang, Huazhu
1
more ...
less ...
Published in...
All
Quantitative finance
MPRA Paper
16
Applied economics
14
CEPR Discussion Papers
12
Economic modelling
12
International journal of theoretical and applied finance
12
ECB Working Paper
9
The European journal of finance
9
Working Paper
9
Applied mathematical finance
8
CESifo working papers
8
Energy economics
8
International review of economics & finance : IREF
8
Journal of banking & finance
8
Applied economics letters
7
CESifo Working Paper
7
Economic Modelling
7
Finance research letters
7
The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
7
Physica A: Statistical Mechanics and its Applications
6
Applied financial economics
5
Economics letters
5
Journal of Risk and Financial Management
5
Journal of empirical finance
5
NBER Working Paper
5
NBER working paper series
5
Review of quantitative finance and accounting
5
The journal of asset management
5
Working Paper Series / European Central Bank
5
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
5
Working paper
5
Discussion Paper Series
4
Economics Bulletin
4
Energy Economics
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient computation of mean reverting portfolios using cyclical coordinate descent
Griveau-Billion, T.
;
Calderhead, Ben
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 673-684
Persistent link: https://www.econbiz.de/10012483845
Saved in:
2
Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
Saved in:
3
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
Saved in:
4
Modelling fundamental analysis in portfolio selection
Zhang, Huazhu
;
Yan, Cheng
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
Saved in:
5
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->