Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields |
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Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (English)
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29 April 2019
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mean reversion
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stochastic processes
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unit root
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interest rates
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