✦ LIBER ✦
Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes
✍ Scribed by W.S. Chan; C.S. Wong; A.H.L. Chung
- Book ID
- 104042470
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 329 KB
- Volume
- 79
- Category
- Article
- ISSN
- 0378-4754
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