Gaussian estimation of a two-factor continuous time model of the short-term interest rate

A. R. Bergstrom and K. B. Nowman

Year of publication:	1999
Authors:	Bergstrom, A. R. ; Nowman, K. B.
Published in:	Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 28.1999, 1, p. 25-41
Subject:	Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Wirtschaftsmodell \| Economic model \| Zins \| Interest rate \| Theorie \| Theory \| Wechselkurs \| Exchange rate \| EU-Staaten \| EU countries \| USA \| United States \| Kanada \| Canada \| 1981-1995

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