The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing
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Publication:3574736
DOI10.2202/1558-3708.1490zbMath1193.91172OpenAlexW2086132941MaRDI QIDQ3574736
Turalay Kenc, John Driffill, Martin Sola, Fabio Spagnolo
Publication date: 2 July 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/1992/1/1934.pdf
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