Fractional integration and the volatility of UK interest rates
Year of publication: |
2012
|
---|---|
Authors: | Coleman, Simeon ; Sirichand, Kavita |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 116.2012, 3, p. 381-384
|
Publisher: |
Elsevier |
Subject: | Fractional integration | Interest rates | Conditional volatility |
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