An evaluation of MLE in a model of the nonlinear continuous-time short-term interest rate
By: by Ingrid Lo.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2005-45; Working paper (Bank of Canada) -- 2005-45.
Publisher: Bank of Canada
Published: 2005
Place of publication: Ottawa
Language: eng
Number of pages: 43
Subjects: Interest rates -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.