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~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~language:"eng"
~person:"Chiarella, Carl"
~person:"Gao, Jiti"
~person:"Koskela, Erkki"
~person:"Lux, Thomas"
~person:"Mumtaz, Haroon"
~person:"Podolskij, Mark"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Chiarella, Carl
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad
;
Chiarella, Carl
;
Runggaldier, Wolfgang J.
-
2001
Persistent link: https://www.econbiz.de/10001732756
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