Long memory in the U.S. interest rate
Luis A. Gil-Alana
| Year of publication: |
2004
|
|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 3, p. 265-276
|
| Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | USA | United States |
| 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/10002115098