Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds (Q3004460)

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Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds
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    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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