The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach

Bhar, R Chiarella, C Hung, H Runggaldier, WJ

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Field	Value	Language
dc.contributor.author	Bhar, R	en_US
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Hung, H	en_US
dc.contributor.author	Runggaldier, WJ	en_US
dc.date.issued	2006-08	en_US
dc.identifier.citation	AUTOMATICA, 2006, 42 (8), pp. 1381 - 1393	en_US
dc.identifier.issn	0005-1098	en_US
dc.identifier.uri	http://hdl.handle.net/10453/4132
dc.relation.ispartof	AUTOMATICA	en_US
dc.relation.isbasedon	10.1016/j.automatica.2005.12.027	en_US
dc.subject.classification	Industrial Engineering & Automation	en_US
dc.title	The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach	en_US
dc.type	Journal Article
utslib.citation.volume	8	en_US
utslib.citation.volume	42	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	01 Mathematical Sciences	en_US
utslib.for	08 Information and Computing Sciences	en_US
utslib.for	09 Engineering	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.issue	8	en_US
pubs.publication-status	Published	en_US
pubs.volume	42	en_US

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