Markov-switching and stochastic volatility diffusion models of short-term interest rates

Daniel R. Smith

Year of publication:	2000
Authors:	Smith, Daniel R.
Institutions:	University of British Columbia / Finance Division (contributor)
Publisher:	[Vancouver, British Columbia] : UBC Finance Div.
Subject:	Zins \| Interest rate \| Zinsstruktur \| Yield curve \| Markov-Kette \| Markov chain \| Volatilität \| Volatility \| Theorie \| Theory \| Maximum-Likelihood-Schätzung \| Maximum likelihood estimation \| Schätzung \| Estimation \| USA \| United States \| 1964-1996

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