مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for continuous-time models of the short-term interest rate

Title of article :

Testing for continuous-time models of the short-term interest rate

Author/Authors :

Laurence Broze، نويسنده , , Olivier Scaillet، نويسنده , , Jean-Michel Zakoïan، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1995

Pages :

From page :

199

To page :

223

Keywords :

Short term interest rate , Diffusion process , Discretization bias

Journal title :

Journal of Empirical Finance

Serial Year :

1995

Journal title :

Journal of Empirical Finance

Record number :

130579

Link To Document :