Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
| Year of publication: |
2010
|
|---|---|
| Authors: | Bec, Frédérique ; Ben Salem, Mélika ; Carrasco, Marine |
| Published in: |
Annals of economics and statistics. - Amiens : ADRES, ISSN 0769-489X, ZDB-ID 25882934. - 2010, 99, p. 395-429
|