Testing of the mean reversion parameter in continuous time models

  1. Iglesias, E.M.
Journal:
Economics Letters

ISSN: 0165-1765

Year of publication: 2014

Volume: 122

Issue: 2

Pages: 187-189

Type: Article

DOI: 10.1016/J.ECONLET.2013.11.022 GOOGLE SCHOLAR
Data source: Scopus