Estimating the fractional order of integration of interest rates using a wavelet OLS estimator
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Publication:3368264
zbMATH Open1079.91539MaRDI QIDQ3368264FDOQ3368264
Authors: Greg Tkacz 
Publication date: 27 January 2006
Full work available at URL: https://semanticscholar.org/paper/3b2100ea3fa9495ab9d083314a218205c79bf59a
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- Indirect inference in fractional short-term interest rate diffusions
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