Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates* (Q4647262)
From MaRDI portal
scientific article; zbMATH DE number 7001592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates* |
scientific article; zbMATH DE number 7001592 |
Statements
Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates* (English)
0 references
14 January 2019
0 references
short-term rates
0 references
auto-correlation factor
0 references
