Estimating Time-Varying Factors’ Variance in the String Term Structure Model with Stochastic Volatility
Year of publication: |
2023
|
---|---|
Authors: | Almeida, Thiago Ramos |
Publisher: |
[S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory |
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