Title of article :
Modeling the Euro overnight rate
Author/Authors :
Francis Benito، نويسنده , , ?ngel Le?n، نويسنده , , Juan Nave، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2007
Pages :
27
From page :
756
To page :
782
Keywords :
ARCH-Poisson–Gaussian , Regime switching , Autoregressive conditional jump intensity , Maintenance period , Calendar day effect , ECBיs meeting , Mean reversion
Journal title :
Journal of Empirical Finance
Serial Year :
2007
Journal title :
Journal of Empirical Finance
Record number :
130875
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130875
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