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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)
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria, (2020)
Searching for chaos on low frequency
Wesner, Nicolas, (2004)