FRACTIONAL DIFFERENCING MODELING AND FORECASTING OF EUROCURRENCY DEPOSIT RATES
| Year of publication: |
1997
|
|---|---|
| Authors: | Baum, Christopher ; Barkoulas, John T. |
| Published in: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 20.1997, 3, p. 355-372
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010889291