scientific article
From MaRDI portal
Publication:3014324
zbMath1240.91177MaRDI QIDQ3014324
Publication date: 19 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic volatilityKalman filtermaximum likelihoodinterest rate term structureefficient method of moment
Inference from stochastic processes and prediction (62M20) Statistical methods; risk measures (91G70) Point estimation (62F10) Interest rates, asset pricing, etc. (stochastic models) (91G30)
This page was built for publication:
