Term structure persistence

  1. Abbritti, M.
  2. Gil-Alana, L.A.
  3. Lovcha, Y.
  4. Moreno, A.
Revue:
Journal of Financial Econometrics

ISSN: 1479-8417 1479-8409

Année de publication: 2016

Volumen: 14

Número: 2

Pages: 331-352

Type: Article

DOI: 10.1093/JJFINEC/NBV003 GOOGLE SCHOLAR