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Interest rates scaling laws
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Alderweireld, Thomas
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Cowles Foundation for Research in Economics, Yale University
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Term Structure of Interest Rates. Emergence of Power Laws and
Scaling
Laws
Alderweireld, Thomas
;
Nuyts, Jean
-
Economics and Econometrics Research Institute (EERI)
-
2003
new
scaling
laws
emerge for any maturity not only as a function of the Lag but also as a function of the average inital …
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