The Discretization Bias for Processes of the Short-Term Interest Rate: An Empirical Analysis.
| Year of publication: |
1995
|
|---|---|
| Authors: | De Winne, R. |
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Subject: | INTEREST RATE | FINANCIAL MARKET |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 26 pages |
| Classification: | F30 - International Finance. General ; F33 - International Monetary Arrangements and Institutions |
| Source: |
Persistent link: https://www.econbiz.de/10005669261