The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach
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- Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009.
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- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-09-05 (All new papers)
- NEP-CFN-2004-09-05 (Corporate Finance)
- NEP-CMP-2004-09-05 (Computational Economics)
- NEP-ETS-2004-09-05 (Econometric Time Series)
- NEP-FIN-2004-09-05 (Finance)
- NEP-RMG-2004-09-05 (Risk Management)
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