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non stationary interest rate

PostPosted: Thu May 26, 2016 4:29 pm
by Paula_Br
Dear,

I would like to know how should I treat in the model the issue of non-stationarity of interest rates.

Thank you in advance

Re: non stationary interest rate

PostPosted: Sat May 28, 2016 8:33 am
by jpfeifer
Could you please elaborate what you mean?