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

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dc.contributor.authorSong, Woon-Hoen
dc.contributor.departmentEconomicsen
dc.date.accessioned2019-02-15T20:59:36Zen
dc.date.available2019-02-15T20:59:36Zen
dc.date.issued1982en
dc.description.abstractThe 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.en
dc.description.degreeM.A.en
dc.format.extentv, 40, [1] leavesen
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttp://hdl.handle.net/10919/87619en
dc.language.isoen_USen
dc.publisherVirginia Polytechnic Institute and State Universityen
dc.relation.isformatofOCLC# 8507873en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V855 1982.S663en
dc.subject.lcshDebts, Public -- United Statesen
dc.titleThe stochastic properties of the market value of U.S. Treasury billsen
dc.typeThesisen
dc.type.dcmitypeTexten
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameM.A.en

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