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