Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Christian Gourieroux; Alain Monfort
| Year of publication: |
2013
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 109/110.2013, p. 25-61
|
| Subject: | Zins | Interest rate | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Systematischer Fehler | Bias | Schätztheorie | Estimation theory | Mean Reversion | Mean reversion |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009779723