Browse by Journal and Volume
Up a level |
Number of items: 1.
Driffill, John and Kenc, T. and Sola, Martin and Spagnolo, F. (2009) The effects of different parameterizations of Markov-switching in a CIR model of bond pricing. Studies in Nonlinear Dynamics & Econometrics 13 (1), ISSN 1081-1826.