Improved Estimation Strategy in Multi-Factor Vasicek Model

Ahmed, Severien Nkurunziza, Shuangzhe Liu

    Research output: A Conference proceeding or a Chapter in BookChapter

    Original languageEnglish
    Title of host publicationStatistical Inference, Econometric Analysis and Matrix Algebra
    EditorsBernhard Schipp, Walter Kraemer
    Place of PublicationHeidelberg
    PublisherPhysica Verlag
    Pages255-270
    Number of pages16
    Edition1
    ISBN (Print)9783790821208
    Publication statusPublished - 2009

    Cite this

    Ahmed, Nkurunziza, S., & Liu, S. (2009). Improved Estimation Strategy in Multi-Factor Vasicek Model. In B. Schipp, & W. Kraemer (Eds.), Statistical Inference, Econometric Analysis and Matrix Algebra (1 ed., pp. 255-270). Heidelberg: Physica Verlag.