Flexible Threshold Models for Modelling Interest Rate Volatility (Q5292356)
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scientific article; zbMATH DE number 5165869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible Threshold Models for Modelling Interest Rate Volatility |
scientific article; zbMATH DE number 5165869 |
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Flexible Threshold Models for Modelling Interest Rate Volatility (English)
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20 June 2007
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interest rates
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Markov chain Monte Carlo
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reversible jump
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threshold model
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SETAR model
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