| 000 | 00694nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aPeter, Jun Yu and Phillips, Peter C.B | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aGaussian approach for continuous time models of the short-term interest rate | ||
| 246 |
_aJ5708 _f2001 |
||
| 260 | _c2001 | ||
| 300 |
_bV. 04 _cIssue. 2 _a210-224 |
||
| 366 | _b2001 | ||
| 366 | _bDec | ||
| 650 | _aEconometrics | ||
| 653 | _aGaussian estimation;Continuous time models;Stochastic differential equation;Nonlinear diffusion;Short term interest rate;Normalizing transformation;Maximum likelihood;Level effect; | ||
| 942 | _cJA | ||
| 999 |
_c42971 _d42971 |
||