Testing for continuous-time models of the short-term interest rate
Laurence Broze ; Olivier Scaillet ; Jean-Michel Zakoi͏̈an
| Year of publication: |
1995
|
|---|---|
| Authors: | Broze, Laurence |
| Other Persons: | Scaillet, Olivier (contributor) ; Zakoïan, Jean-Michel (contributor) |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 2.1995, 3, p. 199-223
|
| Subject: | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001203345