//--> //--> //-->
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:"Economics and finance working paper series"
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:"Ornstein-Uhlenbeck process"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mean Reversion
3
Mean reversion
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Aktienmarkt
1
Cointegration
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Financial market
1
Finanzmarkt
1
Government securities
1
Kointegration
1
Schätzung
1
Staatspapier
1
Stock market
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Caporale, Guglielmo Maria
3
Gil-Alaña, Luis A.
3
Published in...
All
Economics and finance working paper series
International journal of theoretical and applied finance
18
Applied economics
9
Applied mathematical finance
9
Physica A: Statistical Mechanics and its Applications
9
Economic modelling
8
Journal of banking & finance
8
The journal of futures markets
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
Economics letters
5
Energy economics
5
European journal of operational research : EJOR
5
NBER Working Paper
5
NBER working paper series
5
Risks : open access journal
5
Finance research letters
4
International journal of financial engineering
4
Journal of empirical finance
4
Statistical Inference for Stochastic Processes
4
Statistics & Probability Letters
4
Working paper
4
DISA Working Papers
3
DNB working paper
3
De Nederlandsche Bank Working Paper
3
Discussion paper / Centre for Economic Policy Research
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global finance journal
3
Journal of financial and quantitative analysis : JFQA
3
Journal of money, credit and banking : JMCB
3
Quantitative finance
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
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
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
2
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
Saved in:
3
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->