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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

✍ Scribed by Travis R. A. Sapp

Publisher: Springer US
Year: 2009
Tongue: English
Weight: 571 KB
Volume: 33
Category: Article
ISSN: 0924-865X
DOI: 10.1007/s11156-009-0122-2

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