Time-varying long-range dependence in US interest rates

Chaos, Solitons and Fractals

Volumn 34, Issue 2, 2007, Pages 360-367

  Cajueiro, Daniel O ^a   Tabak, Benjamin M ^b  

^a UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

^b BANCO CENTRAL DO BRASIL   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE;

INTEREST RATES; TIME VARYING LONG RANGE DEPENDENCE; WHITTLE METHOD;

TIME VARYING SYSTEMS;

EID: 34147138364     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2006.04.012     Document Type: Article

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