Pages that link to "Item:Q2468080"
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The following pages link to Time-varying long-range dependence in US interest rates (Q2468080):
Displaying 10 items.
- Synthesis of multifractional Gaussian noises based on variable-order fractional operators (Q537275) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data (Q1929021) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Evidence for state transition and altered serial codependence in US$ interest rates (Q3395733) (← links)
- Analysis of drawdowns and drawups in the US$ interest-rate market (Q3437385) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)
- A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise (Q6137323) (← links)
- Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)
