Further evidence on alternative continuous time models of the short-term interest rate

Journal of International Financial Markets, Institutions and Money

Volumn 10, Issue 2, 2000, Pages 199-212

  Episcopos, Athanasios ^a  

^a BANK OF GREECE   (Greece)

Author keywords

Continuous time models; Gaussian estimation; Interest rate

Indexed keywords

EID: 0034196543     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(99)00032-3     Document Type: Article

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