A simple long-memory equilibrium interest rate model (Q1391624)
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scientific article; zbMATH DE number 1178128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple long-memory equilibrium interest rate model |
scientific article; zbMATH DE number 1178128 |
Statements
A simple long-memory equilibrium interest rate model (English)
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22 July 1998
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fractional integration
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Euler equation
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GARCH
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