Testing for continuous-time models of the short-term interest rate
ContributorsBroze, Laurence; Scaillet, Olivier
Published inJournal of empirical finance, vol. 2, no. 3, p. 199-223
Publication date1995
Citation (ISO format)
BROZE, Laurence, SCAILLET, Olivier, ZAKOÏAN, Jean-Michel. Testing for continuous-time models of the short-term interest rate. In: Journal of empirical finance, 1995, vol. 2, n° 3, p. 199–223. doi: 10.1016/0927-5398(95)00003-D
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:41852
- DOI : 10.1016/0927-5398(95)00003-D
ISSN of the journal0927-5398
