Stochastic volatility in interest rates and complex dynamics in velocity
Year of publication: |
2000
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Authors: | Barnett, William A. ; Xu, Haiyang |
Published in: |
Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics. - Cambridge : Cambridge University Press, ISBN 0-521-62030-9. - 2000, p. 147-171
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Subject: | Geldumlaufgeschwindigkeit | Velocity of money | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory | 1960-1992 |
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