Keywords: معکوس متوسط;
مقالات ISI ترجمه شده معکوس متوسط
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Keywords: معکوس متوسط; Interest rates; Unit root; Mean reversion; B23; E43;
Keywords: معکوس متوسط; C02; C40; C50; Pairs trading; Market neutral; Mean reversion; Co-integration;
Keywords: معکوس متوسط; Dispatched worker; Upward wage rigidity; Mean reversion; Persistent; Dynamic equilibrium; C23; C52;
Keywords: معکوس متوسط; M4; D4; G1; Mean reversion; Return on assets; Competitive advantage; Sustained competitive advantage; Barriers-to-entry; Sustained market share;
Keywords: معکوس متوسط; G1; G30; G32; Capital structure; Trade-off theory; Target behavior; Financing choices; Mean reversion;
Keywords: معکوس متوسط; Portfolio selection; Kalman filter; Mean reversion; G11; G13;
Keywords: معکوس متوسط; Energy markets; Electricity prices; Roughness; Fractals; Mean reversion; Multi-factor modeling; Forecasting; C22; C51; C52; C53; Q41;
Keywords: معکوس متوسط; Q41; C13; C22; C51; Electricity prices; Stochastic time change; Activity rate; Mean reversion; Jump diffusion;
Keywords: معکوس متوسط; 60G40; 62L15; 91G20; 91G80; C41; D53; G13; Optimal multiple stopping; Storage cost; Agricultural futures; Mean reversion; Non-convergence; Basis;
Keywords: معکوس متوسط; C13; C32; Regime switching model; Latent factor; Endogeneity; Mean reversion; Leverage effect; Maximum likelihood estimation; Markov chain;
Keywords: معکوس متوسط; Daily price return; Complexity; Multi-scale entropy; Mean reversion; Sample entropy;
Keywords: معکوس متوسط; C23; C52; Housing market; Market failure; Transaction cost; Mean reversion; Persistency; Bootstrap method;
Keywords: معکوس متوسط; G13; G32; G33; G38; Investment; Real option; Mean reversion; Agency conflicts;
Keywords: معکوس متوسط; Pricing; Variance swap; Multi-factor stochastic volatility; Mean reversion; Jump diffusion
Keywords: معکوس متوسط; Mean reversion; Price rigidity; Asymmetries; Financial crisisR1; G1
Keywords: معکوس متوسط; strategic asset allocation; dynamic asset allocation; expected excess return; investment horizon; liabilities; funded status; funded ratio; mean reversion;
Keywords: معکوس متوسط; Portfolio selection; On-line learning; Mean reversion; Moving average reversion
Keywords: معکوس متوسط; G12; G13; Asian options; Fourier transform; Mean reversion; Jump diffusion;
Keywords: معکوس متوسط; C13; C52; F31; F47; Trade intensity; Deviations from PPP; Exchange rate volatility; Carry trades; Mean reversion;
Keywords: معکوس متوسط; Fleet composition; Mean reversion; Relative ethanol price;
Keywords: معکوس متوسط; D21; G31; G33; Investment timing; Irreversibility; Mean reversion; Real options;
Keywords: معکوس متوسط; G15; G14; C22; Mean reversion; Emerging markets; Portfolio strategies; Panel data analysis;
Keywords: معکوس متوسط; Housing market cycle; Serial correlation; Mean reversion; Self-correcting pattern; Investment-motivated housing demand; R21; R31;
Mispricing and trader positions in the S&P 500 index futures market
Keywords: معکوس متوسط; G12; G14; G18; D82; Futures mispricing; Hedgers; Speculators; Net positions; Mean reversion;
Exchange rate forecasting with DSGE models
Keywords: معکوس متوسط; Forecasting; Exchange rates; New open economy macroeconomics; Mean reversion; C32; F31; F41; F47;
Nonrandom price movements
Keywords: معکوس متوسط; Variance gamma; Geometric Brownian motion; Momentum; Mean reversion; G10; G12; G13; G14;
Pairs trading: The performance of a stochastic spread model with regime switching-evidence from the S&P 500
Keywords: معکوس متوسط; Pairs trading; Mean reversion; Markov regime-switching; Portfolio; S&P 500 stock components;
Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Keywords: معکوس متوسط; G15; G14; C22; C15; MENA stock markets; Mean reversion; Panel and time series tests;
Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions
Keywords: معکوس متوسط; Asian stock markets; Mean reversion; Unit root test; Stationary test; Fourier function; C12; C22; G12;
Longevity bond pricing under the threshold CIR model
Keywords: معکوس متوسط; Mean reversion; Threshold CIR model; Longevity bonds; Longevity models; Interest rate; C03; G12; G22;
FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility
Keywords: معکوس متوسط; FX options; Mean reversion; Jump; Stochastic volatility; Attari formula
Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis
Keywords: معکوس متوسط; REIT; Mean reversion; Quantile regression; Random walk; Unit-root test;
Nonlinear adjustment to the mean reversion of consumption-income ratio
Keywords: معکوس متوسط; C12; E2; Consumption-income ratio; Mean reversion; Fourier stationary test;
Revisiting the mean reversion of inflation rates for 22 OECD countries
Keywords: معکوس متوسط; Mean reversion; Inflation; OECD countries; Fourier stationary test;
On the speed towards the mean for continuous time autoregressive moving average processes with applications to energy markets
Keywords: معکوس متوسط; Q40; G13; C22; CARMA processes; Stationarity; Half life; Mean reversion;
Currency option pricing with Wishart process
Keywords: معکوس متوسط; Exchange rate; Mean reversion; Option pricing; Stochastic skew; Stochastic volatility; Wishart process
Central bank reserves and interbank market liquidity in the euro area
Keywords: معکوس متوسط; Overnight money market; Market microstructure; Transaction costs; Price impact; Mean reversion; Financial turmoil
Testing for the Box–Cox parameter for an integrated process
Keywords: معکوس متوسط; Box–Cox transformation; Brownian motion; Constant elasticity of volatility; Mean reversion; Nonstandard distribution
Testing for persistent deviations of stock prices to dividends in the Nasdaq index
Keywords: معکوس متوسط; Stock market bubbles; Fractional integration; Mean reversion; Non-linear models;
Mean reversion in international stock markets: An empirical analysis of the 20th century
Keywords: معکوس متوسط; Mean reversion; Stock prices; Panel unit root test; Market efficiency;
Mean reversion in long-horizon real exchange rates: Evidence from Latin America
Keywords: معکوس متوسط; F41; F31; N16; O11; Real exchange rates; Purchasing power parity; Mean reversion; Economic development; Latin America;
Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model
Keywords: معکوس متوسط; F31; C22; PPP; Mean reversion; Stochastic differential equation;
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility
Keywords: معکوس متوسط; Option pricing; Mean reversion; Multiscale asymptotic; Stochastic volatility;
Short paperReal interest parity: A note on Asian countries using panel stationarity tests
Keywords: معکوس متوسط; C33; F36; G15; Heterogeneous dynamic panels; Real interest parity; Mean reversion; Panel stationarity test;
Investment appeal of small growth stocks
Keywords: معکوس متوسط; Small cap companies; mean reversion; Forbes' financial filters;
Incorporating the dynamics of leverage into default prediction
Keywords: معکوس متوسط; G32; G33; Default prediction; Discrete duration model; Leverage targeting; Mean reversion; Credit rating;
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
Keywords: معکوس متوسط; C33; F31; F33; G15; Heterogeneous dynamic panels; Term structure; Mean reversion; Panel stationarity test;
Progressive taxation and corporate liquidation policies with mean-reverting earnings
Keywords: معکوس متوسط; D21; G33; H25; Liquidation policies; Mean reversion; Progressive taxation; Real options;
Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks
Keywords: معکوس متوسط; Mean reversion; Stock prices; G-7 stock markets; Panel stationary test with structural breaks