Work

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

Year: 2003

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/s0304-405x(03)00207-1

Author: Garland B. Durham

Institution: University of Iowa

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2029846641

FWCI: 12.11

Cites: 71

Cited by: 104

Related to: 10