Estimating continuous-time stochastic volatility models of the short-term interest rate
| Year of publication: |
1997
|
|---|---|
| Authors: | Andersen, Torben G. ; Lund, Jesper |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 77.1997, 2, p. 343-377
|
| Publisher: |
Elsevier |