Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Year of publication: |
2003
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Authors: | Durham, Garland B. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 70.2003, 3, p. 463-487
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Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Numerisches Verfahren | Numerical analysis | Zins | Interest rate | Volatilität | Volatility | USA | United States |
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