Testing Dependencies in Term Structure of Interest Rates

Kian Guan Lim. Testing Dependencies in Term Structure of Interest Rates. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014. Volume 251 of Advances in Intelligent Systems and Computing, pages 141-154, Springer, 2014. [doi]

@inproceedings{Lim14-46,
  title = {Testing Dependencies in Term Structure of Interest Rates},
  author = {Kian Guan Lim},
  year = {2014},
  doi = {10.1007/978-3-319-03395-2_9},
  url = {https://doi.org/10.1007/978-3-319-03395-2_9},
  researchr = {https://researchr.org/publication/Lim14-46},
  cites = {0},
  citedby = {0},
  pages = {141-154},
  booktitle = {Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014},
  editor = {Van-Nam Huynh and Vladik Kreinovich and Songsak Sriboonchitta},
  volume = {251},
  series = {Advances in Intelligent Systems and Computing},
  publisher = {Springer},
  isbn = {978-3-319-03394-5},
}