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

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