28
(b) Daily change in interest rates
30-day interest rate
60-day interest rate
D3
D4
D5
D6
S6
sum
D1
D2
0 200 400 600 800 1000 1200
0 200 400 600 800 1000 1200
90-day interest rate 180-day interest rate
D4
sum
D1
IM......⅛∣'∣∣m⅝4⅜⅜⅜
∙**⅜-
D5
D2
D3
D4
D5
D6
D6
S6
0 200 400 600 800 1000 1200
0 200 400 600 800 1000 1200
Note: The wavelet function used in all cases is a symmmlet, s8. The number is related to the width and
smoothness of the wavelet function. (See Bruce and Gao, 1996).
More intriguing information
1. The name is absent2. Midwest prospects and the new economy
3. The name is absent
4. THE WELFARE EFFECTS OF CONSUMING A CANCER PREVENTION DIET
5. ENERGY-RELATED INPUT DEMAND BY CROP PRODUCERS
6. Life is an Adventure! An agent-based reconciliation of narrative and scientific worldviews
7. The name is absent
8. The name is absent
9. The name is absent
10. A Rational Analysis of Alternating Search and Reflection Strategies in Problem Solving