Gaussian estimation of single-factor continuous-time models of the South African short-term interest rate
Includes bibliographical references (leaves 33-36). === This paper presents the results of Gaussian estimation of the South African short-term interest rate. It uses the same Gaussian estimation techniques employed by Nowman (1997) to estimate the South African short-term interest rate using South a...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/5752 |