A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates

Bibliographic Information

A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates

Atsuyuki Kogure

(IMES discussion paper series, 97-E-8)

Bank of Japan. Institute for Monetary and Economic Studies, 1997

Available at  / 7 libraries

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Note

Includes bibliographical references (p. 14-15)

Related Books: 1-1 of 1

Details

  • NCID
    BA33169565
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Tokyo
  • Pages/Volumes
    15 p.
  • Size
    30 cm
  • Parent Bibliography ID
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