Fractional integration and the volatility of UK interest rates (Q694912)
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scientific article; zbMATH DE number 6117181
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractional integration and the volatility of UK interest rates |
scientific article; zbMATH DE number 6117181 |
Statements
Fractional integration and the volatility of UK interest rates (English)
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19 December 2012
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fractional integration
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interest rates
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conditional volatility
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0.7884761691093445
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0.7741867303848267
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0.7620235085487366
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0.7465307116508484
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