Long and short memory in dynamic term structure models

Salman Huseynov

Year of publication:	[2021] ; This version: 3 December 2021
Authors:	Huseynov, Salman
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Dynamic term structure models \| Long memory \| Affine model \| Shadow ratemodel \| Zinsstruktur \| Yield curve \| Theorie \| Theory \| Zustandsraummodell \| State space model

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