Reducible diffusions with time-varying transformations with application to short-term interest rates (2016)
Attributed to:
Modelling Interest Rate Dynamics: A Flexible and Efficient Nonparametric Likelihood Approach
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.econmod.2014.10.039
Publication URI: http://dx.doi.org/10.1016/j.econmod.2014.10.039
Type: Journal Article/Review
Parent Publication: Economic Modelling