Work

A comparison of univariate stochastic volatility models for the U.S. short rate using EMM

Type: article

Authors: 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: W7095242826

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