Stochastic Volatility in Interest Rates and Nonlinearity in Velocity
| Year of publication: |
2000
|
|---|---|
| Authors: | Barnett, William A. ; Xu, Haiyang |
| Published in: |
The theory of monetary aggregation. - Amsterdam : Elsevier, ISBN 978-1-84950-849-0. - 2000, p. 274-295
|
| Subject: | Zins | Interest rate | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Geldumlaufgeschwindigkeit | Velocity of money | Zeitreihenanalyse | Time series analysis | Simulation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1108/S0573-8555(2000)0000245022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015390241