scientific article; zbMATH DE number 1833959

MaRDI QIDQ4778829zbMATH OpenFDO

Authors O. G. Kazantseva

Publication date 21 November 2002

zbMATH Keywords

estimatemaximum likelihood methodshort interest rate

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER?
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