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~person:"Li, Huirong"
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Search: subject:"Short-term Interest Rate"
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Conditional volatility
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conditional volatility
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Li, Huirong
Akram, Tanweer
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Stochastic Threshold Models on Interest Rate
Li, Huirong
;
Yang, Jian
-
1998
likelihood estimation are developed. An study of
short-term
interest
rate
is conducted. We find that the
short-term
interest
rate
…
Persistent link: https://www.econbiz.de/10009447226
Saved in:
2
Stochastic Threshold Models on Interest Rate
Li, Huirong
;
Yang, Jian
-
University of Western Ontario, Department of Economics
-
1998
likelihood estimation are developed. An study of
short-term
interest
rate
is conducted. We find that the
short-term
interest
rate
…
Persistent link: https://www.econbiz.de/10005515533
Saved in:
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