Nonlinear Mean Reversion in the Short-Term Interest Rate.
| Autor: | Jones, Christopher S.1 christopher.jones@marshall.usc.edu |
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| Zdroj: | Review of Financial Studies. Fall2003, Vol. 16 Issue 3, p793-843. 51p. 5 Charts, 41 Graphs. |
| Databáze: | Business Source Ultimate |
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