Mean reversion

Results: 26



#Item
21Estimation theory / Estimator / Normal distribution / Bias of an estimator / Efficiency / Statistics / Statistical inference / Statistical theory

Using mean reversion as a measure of persistence

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-09-13 10:15:32
22Estimation theory / Estimator / Statistical inference / Unit root / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Econometrics

USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-11-29 08:12:02
23Statistical 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

Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey Joseph D. ALBA and Donghyun PARK,* Nanyang Technological University, Singapore

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Source URL: repec.org

Language: English - Date: 2010-11-05 03:02:18
24Stock market / Financial ratios / Capital / Financial markets / P/E ratio / Efficient-market hypothesis / Equity / Mean reversion / Asset / Finance / Economics / Financial economics

APPENDIX CONTENTS[removed].

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Source URL: valuingwallstreet.com

Language: English - Date: 2000-03-24 11:40:32
25Mathematical finance / Financial markets / Options / Futures contract / Pairs trade / Contango / Volatility / Mean reversion / Options spread / Financial economics / Finance / Investment

PDF Document

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Source URL: statistik.ets.kit.edu

Language: English
26Mathematical finance / Financial markets / Investment / Mean reversion / Stock market / Futures contract / Risk-neutral measure / Market trend / Financial economics / Finance / Economics

PDF Document

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Source URL: www.bus.lsu.edu

Language: English - Date: 2005-03-02 10:38:14
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