مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling the conditional distribution of interest rates as a regime-switching process

Title of article :

Modeling the conditional distribution of interest rates as a regime-switching process

Author/Authors :

Stephen F. Gray، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

To page :

Keywords :

Maximumlikelihood estimation , Regime-switching , Short-term interest rates , Conditional volatility

Journal title :

Journal of Financial Economics

Serial Year :

1996

Journal title :

Journal of Financial Economics

Record number :

257234

Link To Document :