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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/44497/ |
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