INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (Q4635046)
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scientific article; zbMATH DE number 6859729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL |
scientific article; zbMATH DE number 6859729 |
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INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (English)
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13 April 2018
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international reserves
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shocks
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leptokurtic feature
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management strategy
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limited capability of raising reserves
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drift switching
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reflected jump diffusion
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