Nonparametric specification testing for continuous-time models with applications to term structure of interest rates

Review of Financial Studies

Volumn 18, Issue 1, 2005, Pages 37-84

  Hong, Yongmiao ^a,b   Li, Haitao ^a  

^a Department of Obstetrics Gynecology   (United States)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 12344258986     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/hhh006     Document Type: Review

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