Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates (Q4647262)
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scientific article; zbMATH DE number 7001592
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| English | Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates |
scientific article; zbMATH DE number 7001592 |
Statements
Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates* (English)
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14 January 2019
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short-term rates
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auto-correlation factor
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0.7501497268676758
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0.7501497268676758
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0.7307955026626587
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0.7284222841262817
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0.7267109751701355
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