Testing for changing persistence in U.S. Treasury on/off spreads under weighted-symmetric estimation /
Smith, L. Vanessa.
Tambakis, Demosthenes N.(Demosthenes Nicholas),1968-
Cambridge Endowment for Research in Finance.
Cambridge : Cambridge Endowment for Research in Finance,
2003.
Includes bibliographical references.
Time-series analysis.
Monte Carlo method.
Government securities