Long memory in the U.S. interest rate
Year of publication: |
2004
|
---|---|
Authors: | Gil-Alaña, Luis A. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 13.2004, 3, p. 265-276
|
Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | USA | United States |
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