Regime switching models of interest rates

被引：0
|
作者：
Priest, C
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 32卷 / 03期
关键词：
autoregression; discrete time; mean reversionary model; interest rate;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：490 / 490
页数：1
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