Long memory models of interest rates, the term structure, and variance bounds tests

Long memory models of interest rates, the term structure, and variance bounds tests
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:1088469704
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Long memory models of interest rates, the term structure, and variance bounds tests by : Gary S. Shea

Download or read book Long memory models of interest rates, the term structure, and variance bounds tests written by Gary S. Shea and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Long memory models of interest rates, the term structure, and variance bounds tests Related Books

Long memory models of interest rates, the term structure, and variance bounds tests
Language: en
Pages:
Authors: Gary S. Shea
Categories:
Type: BOOK - Published: 1985 - Publisher:

DOWNLOAD EBOOK

Long Memory Models of Interest Rates, the Term Structure, and Variance Bounds Tests
Language: en
Pages: 52
Authors: Gary S. Shea
Categories: Interest rates
Type: BOOK - Published: 1985 - Publisher:

DOWNLOAD EBOOK

Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

DOWNLOAD EBOOK

Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Interest Rates with Long Memory
Language: en
Pages:
Authors: Daniela Osterrieder
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

Dynamic Asset-pricing Models
Language: en
Pages: 680
Authors: Andrew Wen-Chuan Lo
Categories: Business & Economics
Type: BOOK - Published: 2007 - Publisher: Edward Elgar Publishing

DOWNLOAD EBOOK

Presents a selection of the most important articles in the field of financial econometrics. Starting with a review of the philosophical background, this collect