A new linear estimator for Gaussian dynamic term structure models
Year of publication: |
2013
|
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Authors: | Diez de los Rios, Antonio |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Asset pricing | Econometric and statistical methods | Interest rates |
Series: | Bank of Canada Working Paper ; 2013-10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2013-10 [DOI] 743634780 [GVK] hdl:10419/80737 [Handle] RePEc:bca:bocawp:13-10 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C13 - Estimation ; G12 - Asset Pricing |
Source: |
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A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio, (2013)
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A New Linear Estimator for Gaussian Dynamic Term Structure Models
Rios, Antonio Diez de los, (2013)
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