A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates
Year of publication: |
2006
|
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Authors: | Navarro, Fernando Espinosa ; Cortez, Klender ; Boladeres, Roman Jordi Adillon |
Institutions: | Facultat d'Economia i Empresa, Universitat de Barcelona |
Subject: | fractional brownian motion. | long-memory processes | interest rate analysis |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Documents de Treball Number 149 19 pages |
Classification: | C13 - Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data |
Source: |
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