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zbMath1079.91539MaRDI QIDQ3368264

Publication date: 27 January 2006

Full work available at URL: https://semanticscholar.org/paper/3b2100ea3fa9495ab9d083314a218205c79bf59a

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

wavelets interest rates fractional integration

Mathematics Subject Classification ID

Related Items (3)

Indirect inference in fractional short-term interest rate diffusions ⋮ Fractional integration and the volatility of UK interest rates ⋮ Wavelet-based prediction of oil prices

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