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Applied Economics Letters
Volumn 8, Issue 5, 2001, Pages 341-345
Modelling commodity prices using continuous time models
Author keywords

[No Author keywords available]
Indexed keywords

EID: 10244237456     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048501750157602     Document Type: Article
Times cited : (9)
References (4)
  • 1
    • 84977707412 scopus 로고
    • An empirical comparison of alternative models of the short-term interest rate
    • Chan, K. C., Karolyi, G. A., Longstaff, F. A. and Sanders, A. B. (1992) An empirical comparison of alternative models of the short-term interest rate, Journal of Finance, 3, 1209-27.
    • (1992) Journal of Finance , vol.3 , pp. 1209-1227
    • Chan, K.C.1    Karolyi, G.A.2    Longstaff, F.A.3    Sanders, A.B.4
  • 2
    • 0000414660 scopus 로고
    • Large sample properties of generalized methods of moments estimators
    • Hansen, L. P. (1982) Large sample properties of generalized methods of moments estimators, Econometrica, 50, 1029-53.
    • (1982) Econometrica , vol.50 , pp. 1029-1053
    • Hansen, L.P.1
  • 3
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W. K. and West, K. D. (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703-8.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 4
    • 0001549407 scopus 로고    scopus 로고
    • Continuous time short rate interest rate models
    • Nowman, K. B. (1998) Continuous time short rate interest rate models, Applied Financial Economics, 8, 401-7.
    • (1998) Applied Financial Economics , vol.8 , pp. 401-407
    • Nowman, K.B.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.