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scientific article; zbMATH DE number 797362 - MaRDI portal

scientific article; zbMATH DE number 797362

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Publication:4848522

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zbMath0831.90036MaRDI QIDQ4848522

Carlo Bianchi, Lorenzo Panattoni, Riccardo Cesari

Publication date: 17 September 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Cox-Ingersoll-Ross single-factor diffusion model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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