Modeling the US short-term interest rate by mixture autoregressive processes
Year of publication: |
2003
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Authors: | Lanne, Markku ; Saikkonen, Pentti |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 1, p. 96-125
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Subject: | Zins | Interest rate | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | USA | United States |
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