Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Jin-Chuan Duan; Kris Jacobs
| Year of publication: |
2008
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Jacobs, Kris |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 3, p. 567-581
|
| Subject: | Zins | Interest rate | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve |
| Extent: | graph. Darst. |
|---|---|
| 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/10003759664