readme.am.txt
Creators:
Francesco Audrino
;
Marcelo C. Medeiros
From the dataset abstract
In this paper we propose a smooth transition tree model for both the conditional mean and variance of the short-term interest rate process. The estimation of such models is addressed and...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/16520f09-86c3-456d-aa69-cb581336c694/resource/0ed831c7-cffc-4a03-bccb-00363f97b639/download/readme.am.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
