Continuous time conditionally heteroskedastic models : theory with applications to the term structure of interest rates
Year of publication: |
1995
|
---|---|
Authors: | Fornari, Fabio |
Other Persons: | Mele, Antonio (contributor) |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 24.1995, 2, p. 327-352
|
Subject: | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
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