Flexible Threshold Models for Modelling Interest Rate...

Flexible Threshold Models for Modelling Interest Rate Volatility

Dellaportas, Petros, Denison, David G. T., Holmes, Chris
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Volume:
26
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474930701220600
Date:
April, 2007
File:
PDF, 636 KB
english, 2007
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