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Nonlinear tools for analyzing and rorecasting financial time series : an application to US interest rates
Wesner, Nicolas, (2010)
Non-Linearities and Persistence in US Long-Run Interest Rates
Caporale, Guglielmo Maria, (2021)
Persistence and nonlinearities in the US Federal Funds rate
Caporale, Guglielmo Maria, (2025)
Searching for chaos on low frequency
Wesner, Nicolas, (2004)