Pages that link to "Item:Q1391624"
From MaRDI portal
The following pages link to A simple long-memory equilibrium interest rate model (Q1391624):
Displaying 9 items.
- Local-momentum autoregression and the modeling of interest rate term structure (Q308389) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Fractional integration and the volatility of UK interest rates (Q694912) (← links)
- Long memory affine term structure models (Q898585) (← 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)
- Long memory story of the real interest rate (Q1978774) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models (Q2432014) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)