Nonlinear interest rate dynamics and implications for the terms structure (Q1126499)

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Nonlinear interest rate dynamics and implications for the terms structure
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    Nonlinear interest rate dynamics and implications for the terms structure (English)
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    8 December 1996
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    SETAR models
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    nonlinear dynamics
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    short-term interest rate
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    United States
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    autoregressive threshold model
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    conditional heteroskedasticity
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    term structure of interest rates
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