Work

Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Year: 2012

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2012.04.001

Authors: Nikolay Gospodinov, Masayuki Hirukawa

Institutions: Concordia University, Setsunan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

Award: Smoothing Techniques and Their Implementations in Time Series Econometrics

OpenAlex ID: W1573503109

FWCI: 4.786

Cites: 60

Cited by: 26

Related to: 10