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~isPartOf:"Review of Quantitative Finance and Accounting"
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Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter
Sapp, Travis
- In:
Review of Quantitative Finance and Accounting
33
(
2009
)
4
,
pp. 303-326
Persistent link: https://www.econbiz.de/10008531531
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