Work

Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Drew Creal, Ying Gu, Eric Zivot

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7009652082

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