A Comparison of Alternative Non-parametric Estimators of the Short Rate Diffusion Coefficient
| Year of publication: |
2006
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|---|---|
| Authors: | Renò, Roberto ; Roma, Antonio ; Schaefer, Stephen |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 35.2006, 3, p. 227-252
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