Title of article
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Author/Authors
Garland B. Durham، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
25
From page
463
To page
487
Keywords
Short-term interest rate , Term structure , Continuous-time estimation , Stochastic Volatility , Simulated maximum likelihood
Journal title
Journal of Financial Economics
Serial Year
2003
Journal title
Journal of Financial Economics
Record number
257641
Link To Document