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.
    Ahmed ; Nkurunziza, Severien ; Liu, Shuangzhe. / Improved Estimation Strategy in Multi-Factor Vasicek Model. Statistical Inference, Econometric Analysis and Matrix Algebra. editor / Bernhard Schipp ; Walter Kraemer. 1. ed. Heidelberg : Physica Verlag, 2009. pp. 255-270
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    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 edn, Physica Verlag, Heidelberg, pp. 255-270.

    Improved Estimation Strategy in Multi-Factor Vasicek Model. / Ahmed; Nkurunziza, Severien; Liu, Shuangzhe.

    Statistical Inference, Econometric Analysis and Matrix Algebra. ed. / Bernhard Schipp; Walter Kraemer. 1. ed. Heidelberg : Physica Verlag, 2009. p. 255-270.

    Research output: A Conference proceeding or a Chapter in BookChapter

    TY - CHAP

    T1 - Improved Estimation Strategy in Multi-Factor Vasicek Model

    AU - Ahmed, null

    AU - Nkurunziza, Severien

    AU - Liu, Shuangzhe

    PY - 2009

    Y1 - 2009

    M3 - Chapter

    SN - 9783790821208

    SP - 255

    EP - 270

    BT - Statistical Inference, Econometric Analysis and Matrix Algebra

    A2 - Schipp, Bernhard

    A2 - Kraemer, Walter

    PB - Physica Verlag

    CY - Heidelberg

    ER -

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