Evidence of long memory in short-term interest rates
Year of publication: |
2003
|
---|---|
Authors: | Meade, Nigel ; Maier, Margaret R. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 8, p. 553-568
|
Subject: | Realzins | Real interest rate | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
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