Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds (Q3004460): Difference between revisions
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Revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds |
scientific article |
Statements
Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds (English)
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1 June 2011
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factor model
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US bonds
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MLE
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stochastic parabolic equation
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maximum likelihood estimate
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