IGARCH and variance change in the US long-run interest rate

Research output: Contribution to journalArticleAcademicpeer-review

5 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)113-114
Number of pages2
JournalApplied Economics Letters
Volume2
Publication statusPublished - 1995

Research programs

  • EUR ESE 11

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