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Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
Saved in:
2
The impact of mean reversion of bank profitability on post-merger performance in the banking industry
Knapp, Morris
;
Gart, Alan
;
Chaudhry, Mukesh
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3503-3517
Persistent link: https://www.econbiz.de/10003394500
Saved in:
3
On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.
;
Gray, Philip K.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
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