An empirical comparison of continuous time models of the short term interest rate

Journal of Futures Markets

Volumn 19, Issue 7, 1999, Pages 777-797

  Bali, Turan G ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033425718     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199910)19:7<777::AID-FUT3>3.0.CO;2-G     Document Type: Article

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