Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (Q4541552)
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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 |
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Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism (English)
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4 September 2002
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first-order autocorrelation
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standard unit root
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target zone model
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