%0 Journal Article %1 journals/automatica/BharCHR06 %A Bhar, Ramaprasad %A Chiarella, Carl %A Hung, Hing %A Runggaldier, Wolfgang J. %D 2006 %J Autom. %K dblp %N 8 %P 1381-1393 %T The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. %U http://dblp.uni-trier.de/db/journals/automatica/automatica42.html#BharCHR06 %V 42

@article{journals/automatica/BharCHR06, added-at = {2020-02-20T00:00:00.000+0100}, author = {Bhar, Ramaprasad and Chiarella, Carl and Hung, Hing and Runggaldier, Wolfgang J.}, biburl = {https://www.bibsonomy.org/bibtex/20a3599d3c380529970706b5b8f5cdd89/dblp}, ee = {https://doi.org/10.1016/j.automatica.2005.12.027}, interhash = {9cad3f3c1d8f293ad2ee7f3752da320e}, intrahash = {0a3599d3c380529970706b5b8f5cdd89}, journal = {Autom.}, keywords = {dblp}, number = 8, pages = {1381-1393}, timestamp = {2020-02-21T12:13:46.000+0100}, title = {The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach.}, url = {http://dblp.uni-trier.de/db/journals/automatica/automatica42.html#BharCHR06}, volume = 42, year = 2006 }