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Estimating one-factor models of short-term interest rates

Author: Desmond John Mc Manus; Bank of Canada.
Publisher: [Ottawa] : Bank of Canada, 1999.
Series: Working paper (Bank of Canada), 99-18.
Edition/Format:   Print book : National government publication : EnglishView all editions and formats
Summary:
Considers a wide range of several continuous-time one-factor models for short-term interest rates that are nested into one general model.
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Material Type: Government publication, National government publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Desmond John Mc Manus; Bank of Canada.
ISBN: 0662283082 9780662283089
OCLC Number: 43283382
Language Note: Includes abstract in French.
Notes: Distributed by the Government of Canada Depository Services Program.
Includes abstract in French.
Description: v, 36 pages : illustrations ; 28 cm.
Series Title: Working paper (Bank of Canada), 99-18.
Responsibility: by Des Mc Manus and David Watt.

Abstract:

Considers a wide range of several continuous-time one-factor models for short-term interest rates that are nested into one general model.

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