Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates
| Year of publication: |
2002
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|---|---|
| Authors: | Smith, Daniel R. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 20.2002, 2, p. 183-197
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