Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (Q4541552): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/135048698334709 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2082243413 / rank | |||
Normal rank |
Revision as of 23:25, 19 March 2024
scientific article; zbMATH DE number 1771949
Language | Label | Description | Also known as |
---|---|---|---|
English | Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism |
scientific article; zbMATH DE number 1771949 |
Statements
Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (English)
0 references
4 September 2002
0 references
first-order autocorrelation
0 references
standard unit root
0 references
target zone model
0 references