Detecting mean reversion within reflecting barriers : application to the European exchange rate mechanism
Year of publication: |
1998
|
---|---|
Authors: | Ball, Clifford A. |
Other Persons: | Roma, Antonio (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 1, p. 1-15
|
Subject: | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Europäisches Währungssystem | European Monetary System | EU-Staaten | EU countries |
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