Parameter Estimation of Parabolic Type Factor Model and Empirical Study of US Treasury Bonds
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Publication:3004460
DOI10.1007/0-387-33006-2_19zbMath1341.62072MaRDI QIDQ3004460
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Publication date: 1 June 2011
Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/0-387-33006-2_19
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F10: Point estimation
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