A simple long-memory equilibrium interest rate model (Q1391624)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A simple long-memory equilibrium interest rate model
scientific article

    Statements

    A simple long-memory equilibrium interest rate model (English)
    0 references
    0 references
    0 references
    22 July 1998
    0 references
    fractional integration
    0 references
    Euler equation
    0 references
    GARCH
    0 references

    Identifiers