000 00994nam  2200253za 4500
0019.801841
003CaOODSP
00520221107134859
007cr |||||||||||
008150708s2015    onc    |o    f|0| 0 eng d
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/115-17E-PDF
1001 |aLi, Fuchun.
24510|aTesting for the diffusion matrix in a continuous-time Markov process model with applications to the term structure of interest rates |h[electronic resource] / |cby Fuchun Li.
260 |aOttawa : |bBank of Canada, |c2015.
300 |aiii, 53 p. : |btables, graphs.
4901 |aWorking papers - Bank of Canada|v2015-17|x1701-9397
500 |aJune 2015.
504 |aIncludes bibliographic references.
69207|2gccst|aInterest rates
7102 |aBank of Canada.
830#0|aWorking paper (Bank of Canada)|v2015-17|w(CaOODSP)9.504604
85640|qPDF|s1.24 MB|uhttps://publications.gc.ca/collections/collection_2015/banque-bank-canada/FB3-2-115-17-eng.pdf