Evidence for state transition and altered serial codependence in US$ interest rates (Q3395733)
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scientific article; zbMATH DE number 5603434
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| English | Evidence for state transition and altered serial codependence in US$ interest rates |
scientific article; zbMATH DE number 5603434 |
Statements
Evidence for state transition and altered serial codependence in US$ interest rates (English)
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13 September 2009
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US\$ interest rates
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codependence
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drawdown
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drawup
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hidden Markov models
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0.8610471
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0.8160411
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0.8102317
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