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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

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.801841&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleTesting 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 Canada 2015-17 1701-9397
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • June 2015.
  • Includes bibliographic references.
Publishing information
  • Ottawa : Bank of Canada, 2015.
Author / Contributor
  • Li, Fuchun.
Descriptioniii, 53 p. : tables, graphs.
Catalogue number
  • FB3-2/115-17E-PDF
Subject terms
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