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Akram, Tanweer
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Euro interest rate swap yields: A GARCH analysis Tanweer Akram (Citibank) and Khawaja Mamun (Sacred Heart University (SHU))
Akram, Tanweer
;
al Mamun, Khawaja Abdullah
-
2023
a
generalized
autoregressive
conditional
heteroskedasticity
(GARCH) approach to model the dynamics of the monthly change …
Persistent link: https://www.econbiz.de/10014474478
Saved in:
2
Euro interest rate swap yields : a GARCH analysis
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
-
2023
a
generalized
autoregressive
conditional
heteroskedasticity
(GARCH) approach to model the dynamics of the monthly change …
Persistent link: https://www.econbiz.de/10014438498
Saved in:
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