When units roots matter : excess volatility and excess smoothness of long-term interest rates
Peter C. Schotman
| Year of publication: |
2001
|
|---|---|
| Authors: | Schotman, Peter C. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 8.2001, 5, p. 669-694
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| Subject: | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Volatilität | Volatility | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001655359