Modelling the U.S. interest rate in terms of I(d) statistical models
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 44 (2004)
Issue (Month): 4 (September)
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Web page: http://www.elsevier.com/locate/inca/620167
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- Gil-Alana, Luis A., 2002. "A mean shift break in the US interest rate," Economics Letters, Elsevier, vol. 77(3), pages 357-363, November.
- Jamdee, Sutthisit & Los, Cornelis A., 2007.
"Long memory options: LM evidence and simulations,"
Research in International Business and Finance,
Elsevier, vol. 21(2), pages 260-280, June.
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