ListarBUSINESS ANALYTICS por tema "Mean reversion"
Mostrando ítems 1-7 de 7
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Modelling profitability of private equity: A fractional integration approach. Caporale, Guglielmo Maria; Gil Alana, Luis A.; Puertolas-Montanes, Francisco (Research in International Business and Finance, 2024)
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Persistence and long run co-movements across stock market prices. Gil Alana, Luis A.; Infante, Juan; Martín Valmayor, Miguel Ángel (The Quarterly Review of Economics and Finance, 2022)
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Persistence in the market risk premium: evidence across countries. Caporale, Guglielmo Maria; Gil Alana, Luis A.; Martín Valmayor, Miguel Ángel (Journal of Economics and Finance, 2020)