Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
Greg Tkacz
| Year of publication: |
2001 ; [Elektronische Ressource]
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| Authors: | Tkacz, Greg |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 5.2001, 2, p. 19-32
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| Extent: | ill |
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| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: |
Persistent link: https://www.econbiz.de/10009949759