Regime-switching univariate diffusion models of the short-term interest rate

Mathematics

• Transition Probability 100%
• Diffusion Model 100%
• Univariate 100%
• Event 50%
• Variables 50%
• Misspecification 50%
• Probability Theory 50%
• Strong Evidence 50%
• Clustering 50%
• Maximum Likelihood Estimate 50%

Economics, Econometrics and Finance

• Clustering 16%
• Government Securities 16%
• Copyright Law 16%