Long memory models of interest rates, the term structure, and variance bounds tests / by Gary S. Shea.

Author/creator Shea, Gary S.
Other author Board of Governors of the Federal Reserve System (U.S.)
Format Electronic
Publication Info[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1985]
Description1 online resource (44 unnumbered pages) : illustrations.
Supplemental Contenthttps://purl.fdlp.gov/GPO/gpo29821
Subjects

SeriesInternational finance discussion papers ; number 258
International finance discussion papers ; 258. ^A1116047
General noteTitle from title screen (viewed on Oct. 15, 2012).
General note"July 1985."
General noteDistributed to depository libraries in microfiche.
Bibliography noteIncludes bibliographical references (p. [43-44]).
Issued in other formPrint version: Shea, Gary S. Long memory models of interest rates, the term structure, and variance bounds tests
GPO item number0443-B (online)
Govt. docs number FR 1.62:258

Availability

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Electronic Resources Access Content Online ✔ Available