• DocumentCode
    30460
  • Title

    Multifractal Models and Simulations of the U.S. Term Structure

  • Author

    Cornelis A. Los استاد راهنما

  • University
    OhioLINK ETD
  • Grade
    نامعلوم
  • Major
    PHD )Kent State University, College of Business Administration / Department of Finance(
  • Number of pages
    0
  • Publish Date
    2005
  • Keyword

    Multifractality , Interest Rate Modeling , MMAR , simulations , Treasury Rate , Term structure

  • Note
    01
  • Language
    انگليسي
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=17&DC=30460