Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

by Greg Tkacz

Year of publication:	2000
Authors:	Tkacz, Greg
Publisher:	Ottawa, Ontario
Subject:	Zins \| Interest rate \| Statistische Methode \| Statistical method \| Schätzung \| Estimation \| USA \| United States \| Kanada \| Canada \| Kleinste-Quadrate-Methode \| Least squares method \| 1948-1999

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