Stochastic volatility in interest rates and nonlinearity in velocity
William A. Barnett ; Haiyang Xu
| Year of publication: |
1996
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|---|---|
| Authors: | Barnett, William A. |
| Other Persons: | Xu, Haiyang (contributor) |
| Published in: |
Monday February 12th, 1996. - 1996. - [Ca. 150] S. in getr. Zählung : graph. Darst. - Enth. 16 Beitr. ; 1. - [Sydney]. - 1996, p. 0
|
| Subject: | Geldumlaufgeschwindigkeit | Velocity of money | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory | 1960-1992 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001328762