Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (Q3176523)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization |
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Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization (English)
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20 July 2018
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term structure of interest rates
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stationarity and nonstationarity
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integration
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vector autoregression
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expectations hypothesis
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long rate
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