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Estimating continuous-time stochastic volatility models of the short-term interst rate

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  • Torben G. Andersen, Denmark
  • Jesper Lund, Denmark
  • Department of Business Studies
Original languageEnglish
JournalJournal of Econometrics
Volume77
Issue2
Pages (from-to)343-377
ISSN0304-4076
Publication statusPublished - 1997

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