Detecting mean reversion within reflecting barriers : application to the European exchange rate mechanism
Clifford A. Ball and Antonio Roma
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001238445