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The Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process
Bao, Yong, Ullah, Aman, Wang, YunLangue:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2017.1307977
Date:
March, 2017
Fichier:
PDF, 733 KB
english, 2017