1
-
1
of
1
results (0.52 seconds)
Sort By:
-
Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
take advantage of the availabi l ity of the dynamic specif ication of the single forcing variable ... essential of the moment matching idea. It exploits the dynamic specif ication of the CIR model in testing the ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling