% latex table generated in R 2.13.1 by xtable 1.7-0 package % Thu Apr 12 16:41:03 2012 \begin{table}[ht] \begin{center} \begin{tabular}{rrrr} \hline & Est. param. & T-Stat & p-value \\ \hline a & 0.02320 & 22.30001 & 0.00000 \\ b & -0.58973 & 14.27554 & 0.00000 \\ sigma & 0.03416 & 72953440.38807 & 0.00000 \\ gamma & 0.96593 & 372870417.22069 & 0.00000 \\ \hline \end{tabular} \caption{Modèle CKLS estimé avec GMM} \end{center} \end{table} % latex table generated in R 2.13.1 by xtable 1.7-0 package % Thu Apr 12 16:41:03 2012 \begin{table}[ht] \begin{center} \begin{tabular}{rrrr} \hline & Est. param. & T-Stat & p-value \\ \hline a & 0.02320 & 21.94401 & 0.00000 \\ b & -0.58973 & 1.59672 & 0.05859 \\ sigma & 0.00011 & 10.98051 & 0.00000 \\ \hline \end{tabular} \caption{Modèle Vasicek estimé avec GMM} \end{center} \end{table} % latex table generated in R 2.13.1 by xtable 1.7-0 package % Thu Apr 12 16:41:03 2012 \begin{table}[ht] \begin{center} \begin{tabular}{rrrr} \hline & Est. param. & T-Stat & p-value \\ \hline a & 0.02320 & 22.28222 & 0.00000 \\ b & -0.58973 & 1.62643 & 0.05535 \\ sigma & 0.00227 & 2.39356 & 0.01041 \\ \hline \end{tabular} \caption{Modèle CIR estimé avec GMM} \end{center} \end{table} % latex table generated in R 2.13.1 by xtable 1.7-0 package % Thu Apr 12 16:41:03 2012 \begin{table}[ht] \begin{center} \begin{tabular}{rrrrr} \hline & a & b & sigma & gamma \\ \hline a & 0.00010 & -0.00138 & 0.00007 & -0.00001 \\ b & -0.00138 & 0.02636 & -0.00267 & 0.00052 \\ sigma & 0.00007 & -0.00267 & 0.00402 & -0.00079 \\ gamma & -0.00001 & 0.00052 & -0.00079 & 0.00015 \\ \hline \end{tabular} \caption{Matrice de Var-Cov des par. pour modèle CKLS avec GMM} \end{center} \end{table} % latex table generated in R 2.13.1 by xtable 1.7-0 package % Thu Apr 12 16:41:03 2012 \begin{table}[ht] \begin{center} \begin{tabular}{rrrr} \hline & a & b & sigma \\ \hline a & 0.00010 & -0.00138 & 0.00000 \\ b & -0.00138 & 0.02636 & -0.00001 \\ sigma & 0.00000 & -0.00001 & 0.00000 \\ \hline \end{tabular} \caption{Matrice de Var-Cov des par. pour modèle Vasicek avec GMM} \end{center} \end{table} % latex table generated in R 2.13.1 by xtable 1.7-0 package % Thu Apr 12 16:41:03 2012 \begin{table}[ht] \begin{center} \begin{tabular}{rrrr} \hline & a & b & sigma \\ \hline a & 0.00010 & -0.00138 & 0.00000 \\ b & -0.00138 & 0.02636 & -0.00018 \\ sigma & 0.00000 & -0.00018 & 0.00001 \\ \hline \end{tabular} \caption{Matrice de Var-Cov des par. pour modèle CIR avec GMM} \end{center} \end{table}