Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/47718
Title: Exploring the dynamics of the treasury note and interest rate swap markets using bivariate threshold autoregressive models
Authors: Chung, HL
Chan, WS
Issue Date: 2005
Source: 3rd International Association for Statistical Computing (IASC) World Conference on Computational Statistics and Data Analysis, Limassol, Cyprus, 28-31 October 2005 How to cite?
URI: http://hdl.handle.net/10397/47718
Appears in Collections:Conference Paper

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