Mean reversion - PDFSEARCH.IO - Document Search Engine

Mean reversion
Results: 26

#	Item
21	Using mean reversion as a measure of persistence Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2005-09-13 10:15:32 Estimation theory Estimator Normal distribution Bias of an estimator Efficiency Statistics Statistical inference Statistical theory
22	USING MEAN REVERSION AS A MEASURE OF PERSISTENCE* Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-11-29 08:12:02 Estimation theory Estimator Statistical inference Unit root Autoregressive conditional heteroskedasticity Normal distribution Statistics Time series analysis Econometrics
23	Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey Joseph D. ALBA and Donghyun PARK,* Nanyang Technological University, Singapore Add to Reading List Source URL: repec.org Language: English - Date: 2010-11-05 03:02:18 Statistical inference International economics Stochastic processes Augmented Dickey–Fuller test Stationary process Statistical hypothesis testing Unit root Bootstrapping Exchange rate Statistics Time series analysis Statistical tests
24	APPENDIX CONTENTS[removed]. Add to Reading List Source URL: valuingwallstreet.com Language: English - Date: 2000-03-24 11:40:32 Stock market Financial ratios Capital Financial markets P/E ratio Efficient-market hypothesis Equity Mean reversion Asset Finance Economics Financial economics
25	PDF Document Add to Reading List Source URL: statistik.ets.kit.edu Language: English Mathematical finance Financial markets Options Futures contract Pairs trade Contango Volatility Mean reversion Options spread Financial economics Finance Investment
26	PDF Document Add to Reading List Source URL: www.bus.lsu.edu Language: English - Date: 2005-03-02 10:38:14 Mathematical finance Financial markets Investment Mean reversion Stock market Futures contract Risk-neutral measure Market trend Financial economics Finance Economics