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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~isPartOf:"Notes d'études et de recherche : NER"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"United Kingdom"
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Advances in quantitative analysis of finance and accounting : a research annual
Notes d'études et de recherche : NER
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
Saved in:
2
Interest rate transmission and volatility transmission along the yield curve
Avouyi-Dovi, Sanvi
;
Jondeau, Eric
-
1999
Persistent link: https://www.econbiz.de/10001363705
Saved in:
3
Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447927
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