Pages that link to "Item:Q1978774"
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The following pages link to Long memory story of the real interest rate (Q1978774):
Displaying 11 items.
- 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)
- Alternative approaches to modeling time variation in the case of the U. S. real interest rate (Q1386853) (← links)
- A simple long-memory equilibrium interest rate model (Q1391624) (← 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)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
- Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)
