Fed fund target model in presence of unspanned stochastic volatility.
Lai, Kwok Tung. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. === Includes bibliographical references (leaves 64-66). === Abstracts in English and Chinese. === Abstract --- p.i === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Literature Review --- p.9 === Chapter 3 --- Prel...
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| Format: | Others |
| Language: | English Chinese |
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2008
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| Online Access: | http://library.cuhk.edu.hk/record=b5893670 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326308 |