Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’
Work
Year: 2011
Type: erratum
Abstract: This note corrects an error in Yu and Phillips (2001, hereafter YP) where a time transformation was used to induce Gaussian disturbances in the discrete time version of a continuous time model. The er... more
Source: Econometrics Journal
Authors Peter C.B. Phillips, Jun Yu
Cites: 3
Cited by: 4
Related to: 10
Citation percentile (by year/subfield): 66.67
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze