Tests of long-range dependence in interest rates using wavelets
Joseph McCarthy ...
| Year of publication: |
2004
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|---|---|
| Authors: | McCarthy, Joseph ; DiSario, Robert ; Saraoglu, Hakan ; Li, Hsi |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 44.2004, 1, p. 180-189
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| Subject: | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Staatspapier | Government securities | USA | United States | 1962-2001 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001961820