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The stochastic properties of the market value of U.S. Treasury billsSong, Woon-Ho January 1982 (has links)
The stochastic structures of the market value of outstanding United States Treasury Bills are estimated using three different time disaggregation. The three calculated models with different sampling periods are compared to each other.
A description of the investigation, the discussion of the selected models, and several observations drawn are included. / M.A.
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