Nonparametric density estimation and tests of continuous time interest rate models

Review of Financial Studies

Volumn 11, Issue 3, 1998, Pages 449-487

  Pritsker, Matt ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032357549     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/11.3.449     Document Type: Article

References (36)

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