Processes with volatility-induced stationarity: an application for interest rates
| Year of publication: |
2005
|
|---|---|
| Authors: | Nicolau, João |
| Published in: |
Statistica Neerlandica. - Netherlands Society for Statistics and Operations Research, ISSN 0039-0402. - Vol. 59.2005, 4, p. 376-396
|
| Publisher: |
Netherlands Society for Statistics and Operations Research |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005251519