Maximum likelihood estimation of non-linear continuous-time term-structure models
Year of publication: |
1997
|
---|---|
Authors: | Honoré, Peter |
Publisher: |
Aarhus |
Subject: | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | USA | United States | 1972-1995 |
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