Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence

DOI10.1023/A:1010086132390zbMath1153.91698MaRDI QIDQ1000460

Simon H. Babbs, K. Ben Nowman

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures