• Title of article

    Modeling the conditional distribution of interest rates as a regime-switching process

  • Author/Authors

    Stephen F. Gray، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    36
  • From page
    27
  • To page
    62
  • Keywords
    Maximumlikelihood estimation , Regime-switching , Short-term interest rates , Conditional volatility
  • Journal title
    Journal of Financial Economics
  • Serial Year
    1996
  • Journal title
    Journal of Financial Economics
  • Record number

    257234

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257234