Long-memory, self-similarity and scaling of the long-term government bond yields : evidence from Turkey and the USA
Selçuk Bayraci
| Year of publication: |
2017
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|---|---|
| Authors: | Bayraci, Selçuk |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 24.2017, 3, p. 71-82
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| Subject: | long-memory | bond markets | self-similarity | Levy-stable distribution | Türkei | Turkey | Öffentliche Anleihe | Public bond | USA | United States | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income |
| 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/10011795107