Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Yongmiao Hong; Haitao Li
| Year of publication: |
2005
|
|---|---|
| Authors: | Hong, Yongmiao ; Li, Haitao |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 18.2005, 1, p. 37-84
|
| Subject: | Modellierung | Scientific modelling | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Theorie | Theory | Ökonometrisches Modell | Econometric model | Schätzung | Estimation | Zins | Interest rate | Euromarkt | Euromarkets | Welt | World |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 81 - 84 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002646532