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Adaptive Interest Rate Modelling |
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| Authors: | Mengmeng Guo Wolfgang Karl Härdle |
| Affiliation: | 1. Research Institute of Economics and Management, Southwestern University of Finance and Economics, Chengdu, China;2. Center for Applied Statistics and Economics, Humboldt‐Universit?t zu Berlin, Germany |
| Abstract: | |
| Keywords: | CIR model local parametric approach time homogeneous interval adaptive statistical techniques |