//--> //--> //-->
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
~subject:"Financial analysis"
~subject:"Mean Reversion"
~isPartOf:"The journal of futures markets"
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-reverting process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Financial analysis
Mean Reversion
Mean reversion
7
Index futures
3
Index-Futures
3
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
USA
3
United States
3
Volatility
2
Volatilität
2
1982-2002
1
1986-1988
1
ARCH model
1
ARCH-Modell
1
Anleihe
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Cointegration
1
Currency option
1
Devisenoption
1
Estimation
1
Finanzanalyse
1
Forecasting model
1
GARCH
1
Großbritannien
1
Hedging
1
Kointegration
1
Path dependence
1
Pfadabhängigkeit
1
Prognoseverfahren
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
United Kingdom
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bali, Turan G.
1
Demirtas, K. Ozgur
1
Hui, Cho H.
1
Lau, Ka Yung
1
Lo, C. F.
1
Monoyios, Michael
1
Moreno, Manuel
1
Najand, Mohammad
1
Randolph, William L.
1
Sabanis, Sotirios
1
Sarno, Lucio
1
Wong, Hoi Ying
1
more ...
less ...
Published in...
All
The journal of futures markets
International journal of theoretical and applied finance
10
Applied economics
8
Journal of banking & finance
8
Economic modelling
7
Working paper / National Bureau of Economic Research, Inc.
7
CESifo working papers
6
International review of economics & finance : IREF
6
Applied economics letters
5
Applied financial economics
5
Applied mathematical finance
5
Economics letters
5
NBER Working Paper
5
NBER working paper series
5
Journal of empirical finance
4
Working paper
4
DNB working paper
3
De Nederlandsche Bank Working Paper
3
Discussion paper / Centre for Economic Policy Research
3
Economics and finance working paper series
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
European journal of operational research : EJOR
3
Finance research letters
3
International journal of financial engineering
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Risks : open access journal
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of asset management
3
The journal of real estate finance and economics
3
American journal of agricultural economics
2
Computational Management Science : CMS
2
ERIM report series research in management
2
East Asian economic review
2
Econometric reviews
2
Economics discussion paper series / Loughborough University, Department of Economics
2
Energy economics
2
European economic review : EER
2
Finance and stochastics
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
2
Path-dependent currency options with mean reversion
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
Saved in:
3
Currency barrier option pricing with mean reversion
Hui, Cho H.
;
Lo, C. F.
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 939-958
Persistent link: https://www.econbiz.de/10003391970
Saved in:
4
A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1075-1105
Persistent link: https://www.econbiz.de/10001795040
Saved in:
5
Stochastic volatility and the mean reverting process
Sabanis, Sotirios
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10001745957
Saved in:
6
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
7
A test of two models in forecasting stock index futures price volatility
Randolph, William L.
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->