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"Stochastic volatility in interest rates and nonlinearity in velocity."

William A. Barnett, Haiyang Xu (1998)

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DOI: 10.1080/00207729808929608

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/ijsysc/BarnettX98
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  - https://dblp.org/rec/journals/ijsysc/BarnettX98
William A. Barnett, Haiyang Xu:
Stochastic volatility in interest rates and nonlinearity in velocity. Int. J. Syst. Sci. 29(11): 1189-1201 (1998)

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