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- https://portal.mardi4nfdi.de/entity/Q5889118 2023-04-27 Paper Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process 2022-06-08 Paper On Sample...10 bytes (16 words) - 02:35, 10 December 2023
- estimation in mean reversion processes with deterministic long-term trend 2018-08-14 Paper Gaussian estimation of one-factor mean reversion processes 2015-03-11...10 bytes (20 words) - 18:05, 24 September 2023
- the drift parameters of a periodic mean reversion process 2014-05-23 Paper Drift estimation for a periodic mean reversion process 2011-04-08 Paper...10 bytes (16 words) - 08:37, 7 October 2023
- Paper New variance ratio tests to identify random walk from the general mean reversion model 2007-03-05 Paper...10 bytes (20 words) - 03:31, 13 December 2023
- Publication Date of Publication Type TRADING MULTIPLE MEAN REVERSION 2022-03-29 Paper Radon transforms and packings 2002-04-29 Paper https://portal.mardi4nfdi...10 bytes (18 words) - 00:05, 9 December 2023
- with fixed costs 2019-03-12 Paper Speculative futures trading under mean reversion 2018-12-03 Paper Optimal Multiple Trading Times Under the Exponential...10 bytes (17 words) - 17:49, 24 September 2023
- with fast mean reversion 2016-10-07 Paper Irreversible exit decisions under mean-reverting uncertainty 2014-08-29 Paper The effect of mean reversion on entry...10 bytes (18 words) - 07:07, 7 October 2023
- dickey-fuller test with information-based lag selection 1998-04-02 Paper Mean reversion in real exchange rates 1997-02-27 Paper ESTIMATING FINITE SAMPLE CRITICAL...10 bytes (18 words) - 03:04, 25 September 2023
- dynamic fragmentation: the question of energy convergence 2010-09-10 Paper Mean reversion for HJMM forward rate models 2010-07-13 Paper Constitutive relations...10 bytes (16 words) - 15:05, 11 December 2023
- Price–Dividend Ratios and Stock Price Predictability 2018-10-11 Paper Mean reversion of the current account: Evidence from the panel data unit-root test...10 bytes (18 words) - 13:24, 28 January 2024
- epidemic model 2014-04-28 Paper Strategic investment decisions under fast mean-reversion stochastic volatility 2013-11-15 Paper Continuous Models for Genetic...10 bytes (19 words) - 02:34, 10 December 2023
- UNCERTAINTY, RISK-AVERSION, AND MEAN-VARIANCE ANALYSIS 2010-09-02 Paper Irreversible investment with Cox-Ingersoll-Ross type mean reversion 2010-06-11 Paper Optimal...10 bytes (18 words) - 21:56, 11 December 2023
- dickey-fuller test with information-based lag selection 1998-04-02 Paper Mean reversion in real exchange rates 1997-02-27 Paper A causality-in-variance test...10 bytes (18 words) - 10:57, 7 October 2023
- Portfolios in Continuous Time * 2003-03-12 Paper Currency option pricing with mean reversion and uncovered interest parity: a revision of the Garman-Kohlhagen model...10 bytes (16 words) - 11:45, 13 December 2023
- in mean 2018-05-31 Paper Inference in continuous systems with mildly explosive regressors 2017-11-07 Paper Bias in the estimation of mean reversion in...10 bytes (18 words) - 01:29, 10 December 2023
- seasonality versus seasonal fractional integration 2005-08-22 Paper MEAN REVERSION IN THE SPANISH STOCK MARKET PRICES USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC...10 bytes (21 words) - 17:30, 9 December 2023
- Riemann Boundary Value Problem with Shift 2012-08-22 Paper Momentum and Mean Reversion in Strategic Asset Allocation 2012-03-01 Paper https://portal.mardi4nfdi...10 bytes (19 words) - 18:33, 13 December 2023
- Real exchange rates under the recent float: Unequivocal evidence of mean reversion 1999-01-12 Paper The slope of the yield curve and real economic activity:...10 bytes (18 words) - 14:29, 28 January 2024
- approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. 2019-08-05 Paper A HODIE finite difference scheme...10 bytes (17 words) - 01:26, 11 December 2023
- UNCERTAINTY, RISK-AVERSION, AND MEAN-VARIANCE ANALYSIS 2010-09-02 Paper Irreversible investment with Cox-Ingersoll-Ross type mean reversion 2010-06-11 Paper A stochastic...10 bytes (17 words) - 07:00, 12 December 2023
