Long-Term Memory Effect on the Term Structure of Interest Rate Forecasting

JI Zhehan, XIE Haibin

Journal of System Science and Mathematical Science Chinese Series ›› 2023, Vol. 43 ›› Issue (10) : 2598-2614.

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Journal of System Science and Mathematical Science Chinese Series ›› 2023, Vol. 43 ›› Issue (10) : 2598-2614. DOI: 10.12341/jssms22739

Long-Term Memory Effect on the Term Structure of Interest Rate Forecasting

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