Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models
| Year of publication: |
2004
|
|---|---|
| Authors: | Hong, Yongmiao ; Li, Haitao ; Zhao, Feng |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 22.2004, October, p. 457-473
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005430040