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Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator

✍ Scribed by Tkacz, Greg


Book ID
118142885
Publisher
The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
Year
2001
Tongue
English
Weight
271 KB
Volume
5
Category
Article
ISSN
1081-1826

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