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Answered
finding MLE by OLS initial parameters for CIR MODEL (kladivko contribution)
I'm sorry, may I ask a question? Right now I'm working on univariate AR(1) model based on CIR to forecast yield curve in the fut...
finding MLE by OLS initial parameters for CIR MODEL (kladivko contribution)
I'm sorry, may I ask a question? Right now I'm working on univariate AR(1) model based on CIR to forecast yield curve in the fut...
12 years ago | 0
Question
Can we use Kladivko's source code to calibrate CIR parameters daily?
Right now I'm working on underlying univariate AR(1) model based on CIR to forecast yield curve in the future. But I guess I nee...
12 years ago | 0 answers | 0
