Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

By F. Bec, Mélika Ben Salem, M. Carrasco. 2004

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8acab7dd6d850fc7d85d434f30874c2afe7e1541