Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates

Mele, Antonio (1995) Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates Economic Notes, 24. pp. 327-352. ISSN 0391-5026
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Item Type Article
Departments Finance
Date Deposited 27 Jun 2012 07:56
URI https://researchonline.lse.ac.uk/id/eprint/44497

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