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"Robust identification of highly persistent interest rate regimes."

Stefano Peluso, Antonietta Mira, Pietro Muliere (2017)

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DOI: 10.1016/J.IJAR.2017.01.004

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/ijar/PelusoMM17
Stefano Peluso, Antonietta Mira, Pietro Muliere:
Robust identification of highly persistent interest rate regimes. Int. J. Approx. Reason. 83: 102-117 (2017)

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