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Volumn 26, Issue 3, 2003, Pages 389-404

Nonlinear drift and stochastic volatility: An empirical investigation of short-term interest rate models

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Indexed keywords

EID: 0142028868 PISSN: 02702592 EISSN: None Source Type: Journal
DOI: 10.1111/1475-6803.00065 Document Type: Article

Times cited : (6)

References (12)

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5
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6
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