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An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate

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Title: An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate
Creator: Lo,Ingrid, Bank of Canada
Subject: Interest rates, Mathematical models, Interest rate risk, Interest rate futures Econometric models
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Date: 2005
Type: Electronic(1)
Format
Identifier: 490, govdocs:1729
Source: Publisher: Bank of Canada Place of publication: Ottawa
Language: eng; Includes abstract in French.
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