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Normal view MARC view ISBD view

A multifactor, nonlinear, continuous-time model of interest rate volatility

Boudoukh, Jacob

A multifactor, nonlinear, continuous-time model of interest rate volatility - Cambridge, Mass. : National Bureau of Economic Research, 1999 - 40

Subjects--Topical Terms:
INTEREST RATES--ECONOMETRIC MODELS

LC Class. No.: HB539 / M847

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