ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES (Q4233510)
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scientific article; zbMATH DE number 1264574
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| English | ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES |
scientific article; zbMATH DE number 1264574 |
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ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES (English)
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5 July 1999
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efficient method of moments
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continuous-time diffusion models
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stock returns
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interest rates
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yield-factor model
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0.8524841666221619
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0.7979056239128113
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0.7934001088142395
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