Fractional cointegration and the term structure
Sandrine Lardic; Valérie Mignon
| Year of publication: |
2004
|
|---|---|
| Authors: | Lardic, Sandrine ; Mignon, Valérie |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 29.2004, 4, p. 723-736
|
| Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002478844