Fractional integration and the volatility of UK interest rates
type: Item
instance of: scholarly article
title: Fractional integration and the volatility of UK interest rates
zbMATH Open document ID: 1253.91182
author: Simeon Coleman
author: Kavita Sirichand
published in: Economics Letters
publication date: 2012-12-19T00:00:00Z
full work available at URL: https://dspace.lboro.ac.uk/2134/14770
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6117181
zbMATH Keywords: fractional integration
zbMATH Keywords: interest rates
zbMATH Keywords: conditional volatility
MaRDI profile type: Publication
OpenAlex ID: W2238345314
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DOI: 10.1016/J.ECONLET.2012.04.015
description: scientific article; zbMATH DE number 6117181