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Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Bec, Frédérique
;
Ben Salem, Mélika
;
Carrasco, Marine
- In:
Annals of economics and statistics
(
2010
)
99
,
pp. 395-429
Persistent link: https://www.econbiz.de/10009187301
Saved in:
2
Detecting mean reversion in real exchange rates from a multiple regime STAR model
Bec, Frédérique
;
BenSalem, Mélika
;
Carrasco, Marine
- In:
Annals of economics and statistics
99/100
(
2010
),
pp. 395-427
Persistent link: https://www.econbiz.de/10009241795
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