Testing for continuous-time models of the short-term interest rate
Year of publication: |
1994 ; Rev
|
---|---|
Authors: | Broze, Laurence ; Scaillet, Olivier ; Zakoïan, Jean-Michel |
Publisher: |
[Paris] |
Subject: | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve |
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