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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models

✍ Scribed by Turan G. Bali

Publisher: John Wiley and Sons
Year: 2000
Tongue: English
Weight: 257 KB
Volume: 20
Category: Article
ISSN: 0270-7314
DOI: 10.1002/1096-9934(200009)20:8<717::aid-fut2>3.0.co;2-a

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