Uncertainty and implied variance bounds in long-memory models of the interest rate term structure.
Krátkodobá a dlhodobá úroková miera. Lineárna racionálna hypotéza časovej štruktúry úrokovej miery. Modely časových sérií s dlhodobou pamäťou. Údaje pre časovú štruktúru úrokovej miery.
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| Format: | Book Chapter |
| Language: | English |
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