Long memory affine term structure models (Q898585)
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scientific article; zbMATH DE number 6522142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory affine term structure models |
scientific article; zbMATH DE number 6522142 |
Statements
Long memory affine term structure models (English)
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18 December 2015
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Gaussian essentially affine model
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long memory
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state space
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P and Q measures
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0.91688013
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0.87814575
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0.87581664
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0.8705383
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0.86774546
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