Long memory models of interest rates, the term structure, and variance bounds tests
By: by Gary S. Shea
Contributors: Board of Governors of the Federal Reserve System (U.S.)
Series: International finance discussion papers -- no. 258
Publisher: Board of Governors of the Federal Reserve System
Published: 1985
Place of publication: Washington, D.C
Language: eng
Number of pages: 28
Subjects: Interest rates -- Mathematical models
Notes: Distributed to depository libraries in microfiche

"July 1985."

Includes bibliography