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
Affiliation entities
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
Additional URL for this publicationhttp://www.sciencedirect.com/science/article/pii/092753989500003D
Journal ISSN0927-5398
