Ingrid Lo - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T22:00:01+00:00An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate
https://www.bankofcanada.ca/2005/12/working-paper-2005-45/
The author compares the performance of three Gaussian approximation methods - by Nowman (1997), Shoji and Ozaki (1998), and Yu and Phillips (2001) - in estimating a model of the nonlinear continuous-time short-term interest rate.2005-12-03T11:37:34+00:00enAn Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate2005-12-03Econometric and statistical methodsInterest ratesWorking Paper 2005-45 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-45.pdfAn Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest RateIngrid LoDecember 2005CC1EE4Order Submission: The Choice between Limit and Market Orders
https://www.bankofcanada.ca/2005/12/working-paper-2005-42/
Most financial markets allow investors to submit both limit and market orders, but it is not always clear what affects the choice of order type.2005-12-02T16:00:57+00:00enOrder Submission: The Choice between Limit and Market Orders2005-12-02Exchange ratesFinancial institutionsMarket structure and pricingWorking Paper 2005-42 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp05-42.pdfOrder Submission: The Choice between Limit and Market OrdersIngrid LoStephen SappDecember 2005DD4GG1