Processes with volatility-induced stationarity: an application for interest rates
Version of Record online: 13 OCT 2005
Volume 59, Issue 4, pages 376–396, November 2005
How to Cite
Nicolau, J. (2005), Processes with volatility-induced stationarity: an application for interest rates. Statistica Neerlandica, 59: 376–396. doi: 10.1111/j.1467-9574.2005.00292.x
I would like to thank two anonymous referees for valuable suggestions, and Tom Kundert for helpful comments. This research was supported by the Fundação para a Ciência e a Tecnologia (FCT) and by POCTI.
- Issue online: 13 OCT 2005
- Version of Record online: 13 OCT 2005
- Received: January 2004. Revised: March 2005.
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