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An alternative mean reversion test for interest rates
Özel, Özgür
;
Ilalan, Deniz
- In:
Central Bank review / The Central Bank of the Republic …
18
(
2018
)
1
,
pp. 35-39
Persistent link: https://www.econbiz.de/10011897379
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2
A unifying model for statistical arbitrage : model assumptions and empirical failure
Stephenson, Jeff
;
Vanstone, Bruce
;
Hahn, Tobias
- In:
Computational economics
58
(
2021
)
4
,
pp. 943-964
Persistent link: https://www.econbiz.de/10012697772
Saved in:
3
Mean-reversion and structural change in European food prices
Akdoğan, Kurmaş
- In:
Central Bank review / The Central Bank of the Republic …
18
(
2018
)
4
,
pp. 163-173
Persistent link: https://www.econbiz.de/10011983441
Saved in:
4
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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