Persistence and cyclical dependence in the monthly euribor rate
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-014-9296-0.pdf
Reference66 articles.
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5. Barkoulas JT, Baum CF (1997) Fractional differencing modeling and forecasting of eurocurrency deposit rates. J Financ Res 20:355–372
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