Stochastic volatility in interest rates and nonlinearity in velocity

DOI10.1080/00207729808929608zbMath1065.91531OpenAlexW4252328697MaRDI QIDQ4546803

Hai-yang Xu, William A. Barnett

Publication date: 1998

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729808929608

Mathematics Subject Classification ID

Related Items

How better monetary statistics could have signaled the financial crisis

Cites Work

• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• A test for independence based on the correlation dimension
• Unnamed Item