The non-linear evolution of high frequency short term interest rates
Year of publication: |
2008
|
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Authors: | Cripwell, Peter ; Edelman, David |
Publisher: |
Dublin : UCD Centre for Economic Research |
Subject: | Zins | Interest rate | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | Online-Ressource (PDF-Datei: [40] S., 286,33 KB) graph. Darst. |
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Series: | UCD Geary Institute discussion paper series. - Dublin, ZDB-ID 2586544-4. - Vol. 2008/35 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10197/1146 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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