Nonlinear Drift and Stochastic Volatility: An Empirical Investigation of Short-Term Interest Rate Models
| Year of publication: |
2003
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| Authors: | Sun, Licheng |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 26.2003, 3, p. 389-404
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