Interest Rates with Long Memory

Author	: Daniela Osterrieder
Publisher	:
Total Pages	:
Release	: 2013
ISBN-10	: OCLC:931228498
ISBN-13	:
Rating	: 4/5 (98 Downloads)

DOWNLOAD EBOOK

Book Synopsis Interest Rates with Long Memory by : Daniela Osterrieder

Download or read book Interest Rates with Long Memory written by Daniela Osterrieder and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Interest Rates with Long Memory Related Books

Language: en
Pages:

Interest Rates with Long Memory

Authors: Daniela Osterrieder

Categories:

Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages:

Long memory models of interest rates, the term structure, and variance bounds tests

Authors: Gary S. Shea

Categories:

Type: BOOK - Published: 1985 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 366

The Nature of the Long-tem Memory Behavior of Real Interest Rates, Nominal Interest Rates, and Inflation

Authors: Peter Lindner

Categories:

Type: BOOK - Published: 1991 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 22

The Long Memory Story of Real Interest Rates: Can it be Supported?

Authors: Ioannis A. Venetis

Categories:

Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 18

Long-memory Inflation Uncertainty

Authors: David Backus

Categories: Government securities

Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

We use a fractional difference model to reconcile two features of yields on US government bonds with modem asset pricing theory: the persistence of the short ra