مرکز منطقه ای اطلاع رساني علوم و فناوري - Likelihood-based specification analysis of continuous-time models of the short-term interest rate

Title of article :

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

Author/Authors :

Garland B. Durham، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

463

To page :

487

Keywords :

Short-term interest rate , Term structure , Continuous-time estimation , Stochastic Volatility , Simulated maximum likelihood

Journal title :

Journal of Financial Economics

Serial Year :

2003

Journal title :

Journal of Financial Economics

Record number :

257641

Link To Document :