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Mean reversion
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#	Item
11	Research in Business and Economics Journal Nonlinear mean-reversion in the real exchange rate: evidence from a panel of OECD countries Hassan Shirvani University of St Thomas Add to Reading List Source URL: www.aabri.com Language: English - Date: 2012-01-21 11:12:59 Econometrics Statistical tests International economics Foreign exchange market Economic indicators Purchasing power parity Unit root Dickey–Fuller test Stationary process Economics Statistics Time series analysis
12	Market Making and Mean Reversion Tanmoy Chakraborty Michael Kearns University of Pennsylvania Add to Reading List Source URL: www.cis.upenn.edu Language: English - Date: 2011-04-05 12:18:22 Financial markets Mathematical finance Stock market Algorithmic trading Pairs trade Order Normal distribution Market maker Mean reversion Financial economics Finance Investment
13	Double Mean-Reversion in FX Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-24 09:04:22 Mathematical finance Technical analysis Volatility
14	NBER WORKING PAPER SERIES FROM BOOM TO BUST: A TYPOLOGY OF REAL COMMODITY PRICES IN THE LONG RUN David S. Jacks Working Paper 18874 Add to Reading List Source URL: www.sfu.ca Language: English - Date: 2013-03-06 09:33:54 Commodity price indices Commodity price index Commodity Futures contract DBLCI Mean Reversion (MR) Index Commodities boom Marxist theory Business Economics
15	Value-based asset allocation: An integrated framework Add to Reading List Source URL: www.palgrave-journals.com Language: English Economics Financial markets Actuarial science Financial risk Asset allocation Risk parity Mean reversion Bond duration Futures contract Financial economics Finance Investment
16	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
17	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
18	Working Paper[removed]Volatility and Co-movement in Commodity Prices- New Evidence Add to Reading List Source URL: www.afdb.org Language: English Futures contract Commodity price indices Inflation Price of petroleum Supply and demand World food price crisis DBLCI Mean Reversion (MR) Index S&P GSCI Economics Marxist theory Commodities
19	Mean Reversion in Models of Equity Returns Add to Reading List Source URL: www.osfi-bsif.gc.ca - Date: 2014-04-05 05:20:01
20	Evidence for Mean Reversion in Equity Prices Add to Reading List Source URL: www.osfi-bsif.gc.ca Language: English - Date: 2014-04-05 05:20:01 Financial markets Mean reversion Stock market Mathematical finance Behavioral finance Efficient-market hypothesis Eugene Fama Share price Reversion Financial economics Finance Economics

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