dear useRs (especially andrew and gabor), you have helped me a lot, the ar(1)/ornstein-uhlenbeck type is exactly it (0<a<1 is necessary). thank you, josuah
mean reverting model: THANKS !
1 message · Josuah Rechtsteiner
1 message · Josuah Rechtsteiner
dear useRs (especially andrew and gabor), you have helped me a lot, the ar(1)/ornstein-uhlenbeck type is exactly it (0<a<1 is necessary). thank you, josuah