Cover image not available

Fractional integration and cointegration ; testing the term structure of interest rates

Marco R. Barassi

Publication Data

Title Fractional integration and cointegration ; testing the term structure of interest rates
Author Marco R. Barassi
Contributors Dayong Zhang, Dayong Zhang
Publisher University of Birmingham
Publication date 2009
Publication location Birmingham
Language English

Topics

Interest rates :: Mathematical models

Catalogue Data

OBNB ID GBA9C4673
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.8015118

ISBD

P1053 26 p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Fractional integration and cointegration ; testing the term structure of interest rates by Marco R. Barassi. Published by University of Birmingham in 2009. Publication and catalogue information, links to buy online and reader comments.