Construction of models for bounded price processes : the case of the HKD exchange rate
Year of publication: |
2015
|
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Authors: | Ben, Yee Hong ; Dokučaev, Nikolaj G. |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 10.2015, 2, p. 1-23
|
Subject: | Currency corridor | bounded financial time series | 2D Markov model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Markov-Kette | Markov chain |
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