Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration

Winfried G. Hallerbach

Year of publication:	2003
Authors:	Hallerbach, Winfried G.
Published in:	Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 4, p. 287-294
Subject:	Zins \| Interest rate \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Theorie \| Theory \| Korrelation \| Correlation \| Autokorrelation \| Autocorrelation

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