Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/135048698334709
Reference32 articles.
1. A jump diffusion model for the European monetary system
2. Target zone modelling and estimation for European Monetary System exchange rates
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