Estimating continuous-time stochastic volatility models of the short-term interest rate
Torben G. Andersen ; Jesper Lund
| Year of publication: |
1997
|
|---|---|
| Authors: | Andersen, Torben |
| Other Persons: | Lund, Jesper (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 77.1997, 2, p. 343-377
|
| Subject: | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1954-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001212838