TY  - BOOK
AU  - Boudoukh,Jacob
TI  - A multifactor, nonlinear, continuous-time model of interest rate volatility
AV  - HB539 M847
PY  - 1999///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
KW  - INTEREST RATES
KW  - ECONOMETRIC MODELS
ER  -