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Mean reversion in stock prices...
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United States
Theorie
78
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76
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55
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44
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44
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39
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37
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English
53
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Nelson, Charles R.
32
Startz, Richard
20
Kim, Chang-jin
14
Piger, Jeremy Max
6
Siegel, Andrew F.
5
Dornbusch, Rudiger
4
Fischer, Stanley
4
Morley, James C.
4
Murray, Christian J.
4
Basistha, Arabinda
3
Dueker, Michael
3
Kim, Chang-Jin
3
Kim, Myung-jig
3
Bae, Jinho
2
Luo, Sui
2
Brooks, Robert
1
JKim, Chang-jin
1
Lee, Jaejoon
1
Lucia, Kathlyn
1
Lundberg, Shelly
1
McLaughlin, Kenneth J.
1
Oh, Young-ho
1
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1
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1
Price, Stephanie
1
Prodan, Ruxandra
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Tsang, Kwok Ping
1
Uhler, Rober G.
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1
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Journal of money, credit and banking : JMCB
6
The review of economics and statistics
6
Journal of monetary economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of empirical finance
4
Working paper
3
Journal of applied econometrics
2
Journal of financial and quantitative analysis : JFQA
2
International finance discussion papers
1
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
1
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1
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1
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1
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1
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ECONIS (ZBW)
54
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1
Modelling business cycles via common trends - common cycles model
Kim, Myung-jig
- In:
Journal of economic research
2
(
1997
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10001243898
Saved in:
2
New index of coincident indicators : a multivariate Markov switching factor model approach
Kim, Myung-jig
- In:
Journal of monetary economics
36
(
1995
)
3
,
pp. 607-630
Persistent link: https://www.econbiz.de/10001197729
Saved in:
3
Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
Saved in:
4
The investor's guide to economic indicators
Nelson, Charles R.
-
1987
Persistent link: https://www.econbiz.de/10000725623
Saved in:
5
The stochastic behavior of durable and nondurable consumption
Startz, Richard
- In:
The review of economics and statistics
71
(
1989
)
2
,
pp. 356-363
Persistent link: https://www.econbiz.de/10001069232
Saved in:
6
Has the US economy become more stable? : A Bayesian approach based on a Markov-switching model of the business cycle
Kim, Chang-jin
;
Nelson, Charles R.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 608-616
Persistent link: https://www.econbiz.de/10001437350
Saved in:
7
The uncertain trend in US GDP
Murray, Christian J.
;
Nelson, Charles R.
- In:
Journal of monetary economics
46
(
2000
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001488181
Saved in:
8
Parsimoneous modeling of yield curves for U.S. Treasury bills
Nelson, Charles R.
;
Siegel, Andrew F.
-
1985
Persistent link: https://www.econbiz.de/10000685332
Saved in:
9
Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching
Kim, Chang-jin
- In:
The review of economics and statistics
80
(
1998
)
2
,
pp. 188-201
Persistent link: https://www.econbiz.de/10001240858
Saved in:
10
The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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