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type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Vasicek model"
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Mean Reversion
19
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7
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7
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5
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5
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4
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4
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2
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1
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1
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1
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1
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1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Empirical studies of price behaviour in the Danish stock market
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Information efficiency and anomalies in Asian equity markets : theories and evidence
1
Innovation and entrepreneurship in the global economy : knowledge, technology and internationalization
1
Lebensbedingungen in Deutschland in der Längsschnittperspektive
1
Long memory in economics : with 50 tables
1
Modelling techniques for financial markets and bank management
1
Models and methods in economics and management science : essays in honor of Charles S. Tapiero
1
Pension fund economics and finance : efficiency, investments and risk-taking
1
Risk management in commodity markets : from shipping to agricuturals and energy
1
Stock market volatility
1
The economics of food price volatility
1
Toward a just society : Joseph Stiglitz and twenty-first century economics
1
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ECONIS (ZBW)
19
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19
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date (oldest first)
1
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
2
Companies are seldom as good or as bad as they seem at the time
Smith, Gary
- In:
Toward a just society : Joseph Stiglitz and …
,
(pp. 95-110)
.
2018
Persistent link: https://www.econbiz.de/10011906050
Saved in:
3
Confounding true and random changes in categorical panel data : regression to the mean and regression to the mode
Hagenaars, Jacques A.
- In:
Lebensbedingungen in Deutschland in der …
,
(pp. 245-266)
.
2018
Persistent link: https://www.econbiz.de/10011754457
Saved in:
4
Mean reversion in stock prices : implications for long-term investors
Spierdijk, Laura
;
Bikker, Jacob A.
- In:
Pension fund economics and finance : efficiency, …
,
(pp. 119-139)
.
2018
Persistent link: https://www.econbiz.de/10011818669
Saved in:
5
Mean reversion effect and contrarian strategy
Teplova, Tamara V.
;
Mikova, Evgenya
- In:
Information efficiency and anomalies in Asian equity …
,
(pp. 89-112)
.
2017
Persistent link: https://www.econbiz.de/10011928435
Saved in:
6
Supply chain risk analysis with mean-variance models : a technical review
Chiu, Chun-Hung
;
Choi, Tsan-Ming
- In:
Emerging production optimization issues in supply chain …
,
(pp. 489-507)
.
2016
Persistent link: https://www.econbiz.de/10011497695
Saved in:
7
R&D investments and firm survival across regions
Abellán Madrid, María Jesús
;
García Tabuenca, Antonio
; …
- In:
Innovation and entrepreneurship in the global economy : …
,
(pp. 21-43)
.
2015
Persistent link: https://www.econbiz.de/10011338118
Saved in:
8
A paradox of the mean variance setting for the long term investor
Lioui, Abraham
- In:
Models and methods in economics and management science …
,
(pp. 75-93)
.
2014
Persistent link: https://www.econbiz.de/10011551843
Saved in:
9
Bubble troubles? : rational storage, mean reversion, and runs in commodity prices
Bobenrieth H., Eugenio S.
;
Bobenrieth H., Juan R. A.
; …
- In:
The economics of food price volatility
,
(pp. 193-208)
.
2014
Persistent link: https://www.econbiz.de/10010434181
Saved in:
10
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
11
A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting
Böhm, Volker
;
Chiarella, Carl
;
He, Xue-zhong
;
Hüls, …
- In:
Global analysis of dynamic models in economics and …
,
(pp. 289-316)
.
2013
Persistent link: https://www.econbiz.de/10009611571
Saved in:
12
Recent assessments on mean reversion in the Middle East stock markets
Hakim, Sam R.
;
Neaime, Simon
- In:
Stock market volatility
,
(pp. 557-569)
.
2009
Persistent link: https://www.econbiz.de/10003830661
Saved in:
13
Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette
;
Ohana, Steve
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 183-205)
.
2008
Persistent link: https://www.econbiz.de/10003787698
Saved in:
14
Does the Tunisian stock market overreact?
Hammami, Fatma
;
Abaoub, Ezzeddine
- In:
Risk management and value : valuation and asset price
,
(pp. 437-462)
.
2008
Persistent link: https://www.econbiz.de/10003686200
Saved in:
15
Threshold mean reversion in stock prices
Jawadi, Fredj
- In:
Risk management and value : valuation and asset price
,
(pp. 477-493)
.
2008
Persistent link: https://www.econbiz.de/10003686202
Saved in:
16
Long memory and hysteresis
Peretti, Christian de
- In:
Long memory in economics : with 50 tables
,
(pp. 363-389)
.
2006
Persistent link: https://www.econbiz.de/10003375660
Saved in:
17
Measuring long-range dependence in electricity prices
Weron, Rafał
- In:
Empirical science of financial fluctuations : the …
,
(pp. 110-119)
.
2002
Persistent link: https://www.econbiz.de/10001679244
Saved in:
18
Regime-switching stock returns and mean reversion
Nielsen, Steen
;
Overgaard Olesen, Jan
- In:
Empirical studies of price behaviour in the Danish …
,
(pp. 125-155)
.
2001
Persistent link: https://www.econbiz.de/10001621231
Saved in:
19
Commodity futures markets and trading strategies opportunities
Falbo, Paolo
- In:
Modelling techniques for financial markets and bank …
,
(pp. 48-64)
.
1996
Persistent link: https://www.econbiz.de/10001292510
Saved in:
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