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A Gaussian approach for
continuous
time
models
of the short-term interest rate
YU, JUN
;
PHILLIPS, PETER C. B.
- In:
Econometrics Journal
4
(
2001
)
2
,
pp. 3-3
This paper proposes a Gaussian estimator for nonlinear
continuous
time
models
of the short-term interest rate. The …
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