Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
Year of publication: |
2001
|
---|---|
Authors: | Tkacz, Greg |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 5.2001, 1
|
Publisher: |
De Gruyter |
Subject: | fractional integration | interest rates | wavelets |
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