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~person:"Nuyts, Jean"
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Nuyts, Jean
Alderweireld, Thomas
6
Castaldi, Carolina
5
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5
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5
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4
Zhou, W.-X.
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1
Term Structure of Interest Rates. Emergence of Power Laws and
Scaling
Laws
Alderweireld, Thomas
;
Nuyts, Jean
-
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 …
Persistent link: https://www.econbiz.de/10011496036
Saved in:
2
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 …
Persistent link: https://www.econbiz.de/10005396223
Saved in:
3
Detailed empirical study of the term structure of interest rates emergence of power laws and
scaling
laws
Alderweireld, Thomas
;
Nuyts, Jean
-
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 …
Persistent link: https://www.econbiz.de/10011513052
Saved in:
4
Detailed empirical study of the term structure of interest rates. Emergence of power laws and
scaling
laws
Alderweireld, Thomas
;
Nuyts, Jean
- In:
Physica A: Statistical Mechanics and its Applications
331
(
2004
)
3
,
pp. 602-616
new
scaling
laws
emerge for any maturity not only as a function of the Lag but also as a function of the average inital …
Persistent link: https://www.econbiz.de/10011057465
Saved in:
5
A Theory for the Term Structure of Interest Rates
Alderweireld, Thomas
;
Nuyts, Jean
-
EconWPA
-
2004
which enjoys remarkable
scaling
laws
. In particular the tails of the distributions are very well reproduced. These results …
Persistent link: https://www.econbiz.de/10005561666
Saved in:
6
Term Structure of Interest Rates.Emergence of Power Laws and
Scaling
Laws
Alderweireld, Thomas
;
Nuyts, Jean
-
EconWPA
-
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 …
Persistent link: https://www.econbiz.de/10005062556
Saved in:
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