✦ LIBER ✦

Long-range dependence and multifractality in the term structure of LIBOR interest rates

✍ Scribed by Daniel O. Cajueiro; Benjamin M. Tabak

Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 184 KB
Volume: 373
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2006.04.110

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