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Asset pricing with mean reversion : the case of ships
Moutzouris, Ioannis C.
;
Nomikos, Nikos K.
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012221061
Saved in:
2
Asymmetrical return on equity mean reversion and catering
Chen, An-sing
;
Lin, Shih-chieh
- In:
Journal of banking & finance
35
(
2011
)
2
,
pp. 471-477
Persistent link: https://www.econbiz.de/10009244275
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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