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Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates

Mele, Antonio (1995) Continuous time conditionally heteroskedastic models: theory with applications to the term structure of interest rates. Economic Notes, 24 . pp. 327-352. ISSN 0391-5026

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Item Type: Article
Official URL: http://english.mps.it/
Additional Information: © 1995 The Author
Library of Congress subject classification: H Social Sciences > HG Finance
Journal of Economic Literature Classification System: G - Financial Economics > G0 - General
Sets: Departments > Finance
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Jun 2012 07:56
URL: http://eprints.lse.ac.uk/44497/

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