Investigating long memory in yield spreads
Year of publication: |
2009
|
---|---|
Authors: | McCarthy, Joseph ; Pantalone, Coleen ; Li, H. C. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 19.2009/10, 1, p. 73-81
|
Subject: | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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