The stochastic properties of the market value of U.S. Treasury bills

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.

Name thesis:degree_name

M.A.

Level thesis:degree_level

masters

Department dc:contributor.department

Economics

Grantor dc:publisher

Virginia Polytechnic Institute and State University

Year dc:date.issued

1982

Author dc:creator

• Song, Woon-Ho

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Language dc:language.iso

en_US

Handle dc:identifier.uri

http://hdl.handle.net/10919/87619

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/87619