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
25
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