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Presentation
Exploring persistence in the forward rate series
Financial Services Research Group (2009)
  • Derek Bond, University of Ulster
Abstract

This presentation reviews the use of tests for non-linearity based on semi-parametric estimates of the fractional difference parameter

Publication Date
February, 2009
Citation Information
Derek Bond. "Exploring persistence in the forward rate series" Financial Services Research Group (2009)
Available at: http://works.bepress.com/derek_bond/28/