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subject:"Probability theory"
~isPartOf:"Temi di discussione del Servizio Studi / Banca d'Italia"
~subject:"Yield curve"
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Probability theory
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Temi di discussione del Servizio Studi / Banca d'Italia
Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
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2001
Persistent link: https://www.econbiz.de/10001581711
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2
Has the post-war US economy deviated less from the stable growth regime?
Kim, Chulsoo
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1994
Persistent link: https://www.econbiz.de/10013452368
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Alternative estimators of the Cox, Ingersoll and Ross model of the therm structure of interest rates : a Monte Carlo comparison
Bianchi, Carlo
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1994
Persistent link: https://www.econbiz.de/10013452429
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4
On the estimation of stochastic differential equations : the continuous-time maximum-likelihood approach
Cesari, Riccardo
-
1989
Persistent link: https://www.econbiz.de/10013452530
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