Estimating continuous-time models of the spot interest rate
Year of publication: |
1999
|
---|---|
Authors: | Hurn, Stan ; Lindsay, Kenneth A. |
Institutions: | School of Economics and Finance <Brisbane> (contributor) |
Publisher: |
Brisbane, Qld: School of Economics and Finance |
Subject: | regime switching model | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
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