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Estimating continuous-time stochastic volatility models of the short-term interest rate

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  • Andersen, Torben G.
  • Lund, Jesper

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  • Andersen, Torben G. & Lund, Jesper, 1997. "Estimating continuous-time stochastic volatility models of the short-term interest rate," Journal of Econometrics, Elsevier, vol. 77(2), pages 343-377, April.
  • Handle: RePEc:eee:econom:v:77:y:1997:i:2:p:343-377
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