Time-varying long-range dependence in US interest rates
2007 ◽
Vol 34
(2)
◽
pp. 360-367
◽
2009 ◽
Vol 40
(4)
◽
pp. 1559-1573
◽
2005 ◽
Vol 346
(3-4)
◽
pp. 577-588
◽
2008 ◽
Vol 38
(1)
◽
pp. 293-307
◽
2005 ◽
Vol 350
(2-4)
◽
pp. 418-426
◽
2012 ◽
Vol 19
(10)
◽
pp. 953-957
◽
Keyword(s):
2007 ◽
Vol 373
◽
pp. 603-614
◽
Keyword(s):