Empirical comparisons in short-term interest rate models using nonparametric methods
Year of publication: |
2006
|
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Authors: | Arapis, Manuel ; Gao, Jiti |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 2, p. 310-345
|
Subject: | Zins | Interest rate | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Vergleich | Comparison |
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