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Long memory models of interest rates, the term structure, and variance bounds tests / by Gary S. Shea.
- Format:
- Book
- Government document
- Author/Creator:
- Shea, Gary S.
- Series:
- International finance discussion papers ; 258.
- International finance discussion papers ; number 258
- Language:
- English
- Subjects (All):
- Interest rates--Mathematical models.
- Interest rates.
- Physical Description:
- 1 online resource ([44] pages) : illustrations.
- Place of Publication:
- [Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1985]
- Notes:
- Title from title screen (viewed Oct. 15, 2012).
- "July 1985."
- Includes bibliographical references (pages 43-44).
- Distributed to depository libraries in microfiche.
- Other Format:
- Print version: Shea, Gary S. Long memory models of interest rates, the term structure, and variance bounds tests
- OCLC:
- 760449309
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