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If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate:
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Document Date: 2011-11-11 01:56:56
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If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate: