Stochastic volatility in interest rates and nonlinearity in velocity
Year of publication: |
2000
|
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Authors: | Barnett, William A. ; Xu, Haiyang |
Published in: |
The theory of monetary aggregation. - Amsterdam : Elsevier, ISBN 0-444-50119-3. - 2000, p. 274-295
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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 |
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