Estimating the fractional order of integration of interest rates using a wavelet OLS estimator (Q3368264)
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scientific article; zbMATH DE number 5002329
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| English | Estimating the fractional order of integration of interest rates using a wavelet OLS estimator |
scientific article; zbMATH DE number 5002329 |
Statements
27 January 2006
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fractional integration
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interest rates
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wavelets
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0.7741867303848267
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0.7418449521064758
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0.7254911661148071
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0.7234196066856384
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0.7200325131416321
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