Testing for the diffusion matrix in a continuous-time Markov process model with applications to the term structure of interest rates / by Fuchun Li.: FB3-2/115-17E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Testing for the diffusion matrix in a continuous-time Markov process model with applications to the term structure of interest rates / by Fuchun Li.
Series title Working papers - Bank of Canada2015-171701-9397
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) June 2015.
Includes bibliographic references.
Publishing information Ottawa : Bank of Canada, 2015.
Author / Contributor Li, Fuchun.
Description iii, 53 p. : tables, graphs.
Catalogue number
  • FB3-2/115-17E-PDF
Subject terms Interest rates
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