Pages that link to "Item:Q601336"

The following pages link to Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336):

Displaying 4 items.

• Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
• The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
• The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
• Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635) (← links)