Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields (Q1739895)
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scientific article; zbMATH DE number 7048614
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| English | Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields |
scientific article; zbMATH DE number 7048614 |
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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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0.7208566665649414
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0.7130246758460999
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0.707226037979126
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0.7020688056945801
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0.6971023082733154
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