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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| 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 |
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| Subject terms | Interest rates |
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