Local-momentum autoregression and the modeling of interest rate term structure (Q308389)

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Local-momentum autoregression and the modeling of interest rate term structure
scientific article

    Statements

    title
    Local-momentum autoregression and the modeling of interest rate term structure (English)
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    author
    Jin-Chuan Duan
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    publication date
    6 September 2016
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    62M10
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    62P05
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    zbMATH DE Number
    6623662
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    OpenAlex ID
    W2181395495
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