Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
| Year of publication: |
2012
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|---|---|
| Authors: | Gospodinov, Nikolay ; Hirukawa, Masayuki |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 19.2012, 4, p. 595-610
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