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://jda-test.zbw.eu/dataset/4b62440e-6819-4fa8-9029-d2debb8ddcad/resource/17ec8d56-fbc0-4c0c-8d3d-da4b16f0c6ca/download/readme.am.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
