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Search: subject_exact:"Mean-reverting process"
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Konzeption eines Handelssystems auf Basis des Mean-Reversion-Effektes der Volatilität
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An empirical analysis of mean reversion of the S&P 500’s P/E ratios
Becker, Ralf
;
Lee, Junsoo
;
Gup, Benton E.
- In:
Journal of economics and finance
36
(
2012
)
3
,
pp. 675-690
Persistent link: https://www.econbiz.de/10009690360
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