Estimation of a diffusion process for the US short interest rate using a semigroup pseudo likelihood /

Description

Thesis (Ph. D.)--University of Chicago, The Graduate School of Business, June 1997. / Includes bibliographical references. Also available on the Internet.

Links & Downloads

1. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:9729814

Tags

Interest rates

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/77605098
Date	January 1997
Creators	Huggins, Douglas Joaquin.
Source Sets	OCLC
Language	English
Detected Language	English