<?xml version="1.0"?><rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns="http://purl.org/rss/1.0/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:cb="http://www.cbwiki.net/wiki/index.php/Specification_1.2/" xmlns:georss="http://www.georss.org/georss" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.w3.org/1999/02/22-rdf-syntax-ns# rdf.xsd">
<channel rdf:about="https://www.banqueducanada.ca/2015/06/feed/?topic=evaluation-des-actifs">
    <title>Évaluation des actifs - Banque du Canada</title>
    <link>https://www.banqueducanada.ca/fils-rss/</link>
    <description>Fils RSS de la Banque du Canada</description>
    <items>
        <rdf:Seq>
                        <rdf:li rdf:resource="https://www.banqueducanada.ca/2015/06/document-travail-2015-17/"/>
                    </rdf:Seq>
    </items>
    <dc:language>fr</dc:language>
    <dc:date>2024-12-14T07:20:58+00:00</dc:date>
</channel>
<item rdf:about="https://www.banqueducanada.ca/2015/06/document-travail-2015-17/">
    <title>Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates</title>
    <link>https://www.banqueducanada.ca/2015/06/document-travail-2015-17/</link>
    <description>L’auteur propose un test permettant de vérifier la validité de la spécification paramétrique des différentes composantes de la matrice de distribution d’un processus de distribution à d dimensions. À cette fin, il construit d(d-1)/2 statistiques de test pour les composantes hors-diagonale, et d statistiques pour les composantes de la diagonale principale.</description>
    <dc:date>2015-06-05T10:44:48+00:00</dc:date>
    <dc:language>en</dc:language>

        <cb:paper rdf:parseType="Resource">
            <rdf:type rdf:resource="http://www.cbwiki.net/wiki/index.php/RSS-CB_1.2_RDF_Schema#Paper"/>
            <cb:simpleTitle>Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates</cb:simpleTitle>
            <cb:occurrenceDate>2015-06-05</cb:occurrenceDate>
        
                <cb:keyword>Évaluation des actifs</cb:keyword>
                <cb:keyword>Méthodes économétriques et statistiques</cb:keyword>
                <cb:keyword>Taux d'intérêt</cb:keyword>
                <cb:resource rdf:parseType="Resource">
                    <rdf:type rdf:resource="http://www.cbwiki.net/wiki/index.php/RSS-CB_1.2_RDF_Schema#Resource"/>
                    <cb:title>Working Paper 2015-17</cb:title>
                    <cb:link>https://www.banqueducanada.ca/wp-content/uploads/2015/06/wp2015-17.pdf</cb:link>
                    <cb:description>Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates</cb:description>
                </cb:resource>
                <cb:person rdf:parseType="Resource">
                    <rdf:type rdf:resource="http://www.cbwiki.net/wiki/index.php/RSS-CB_1.2_RDF_Schema#Person"/>
                    <cb:nameAsWritten>Fuchun Li</cb:nameAsWritten>
                </cb:person>
                <cb:publicationDate>Juin 2015</cb:publicationDate>
                <cb:JELCode>C</cb:JELCode>
                <cb:JELCode>C1</cb:JELCode>
                <cb:JELCode>C12</cb:JELCode>
                <cb:JELCode>C14</cb:JELCode>
                <cb:JELCode>E</cb:JELCode>
                <cb:JELCode>E1</cb:JELCode>
                <cb:JELCode>E17</cb:JELCode>
                <cb:JELCode>E4</cb:JELCode>
                <cb:JELCode>E43</cb:JELCode>
                <cb:JELCode>G</cb:JELCode>
                <cb:JELCode>G1</cb:JELCode>
                <cb:JELCode>G12</cb:JELCode>
                <cb:JELCode>G2</cb:JELCode>
                <cb:JELCode>G20</cb:JELCode>
        </cb:paper>
</item>
</rdf:RDF>