Nonlinear mean reversion in the term structure of interest rates
| Year of publication: |
2003
|
|---|---|
| Authors: | Seo, Byeongseon |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 11-12, p. 2243-2265
|
| Publisher: |
Elsevier |