Tests of long-range dependent in interest rates using wavelets

Quarterly Review of Economics and Finance

Volumn 44, Issue 1, 2004, Pages 180-189

  McCarthy, Joseph ^a   DiSario, Robert ^a   Saraoglu, Hakan ^a   Li, Hsi ^a  

^a BRYANT UNIVERSITY   (United States)

Author keywords

Interest rates; Long term memory; Wavelet

Indexed keywords

EID: 0347123027     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(03)00029-2     Document Type: Review

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