A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model

Författare
Hao. Zhou
(Hao Zhou.)
Genre
Bibliografi
Språk
Engelska
Förlag År Ort Om boken ISBN
Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board 2000 District of Columbia, Washington, D.C 42, 6 sidor. : ill. 28 cm.