A Stochastic Volatility Model and Inference for the Term Structure of Interest
Year of publication: 
20070425


Authors:  Liu, Peng 
Other Persons:  A. Ronald Gallant (contributor) ; Denis Pelletier (contributor) ; William H. Swallow (contributor) ; Peter Bloomfield (contributor) ; David Dickey (contributor) 
Subject:  term structure of interest rates  multivariate stochastic volatility  yield curve model  interest rate dynamics  nonlinear nonGaussian StateSpace Model 

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