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An Empirical Analysis of Short Term Interest Rate Models for Turkey
Sahin, Hasan
;
Genç, Ismail H.
- In:
Journal of BRSA Banking and Financial Markets
3
(
2009
)
2
,
pp. 107-119
GMM
a robust estimation method comparing to maximum likelihood. Estimation results reveal that Cox Ingersoll Ross square …
Persistent link: https://www.econbiz.de/10008464863
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