Stochastic volatility in interest rates and nonlinearity in velocity
Year of publication: |
1996
|
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Authors: | Barnett, William A. |
Other Persons: | Xu, Haiyang (contributor) |
Published in: |
Monday February 12th, 1996. - 1996. - [Ca. 150] S. in getr. Zählung : graph. Darst. - Enth. 16 Beitr. ; 1. - [Sydney]. - 1996, p. 0
|
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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