Likelihood-based specification analysis of continuous-time models of the short-term interest rate
| Year of publication: |
2003
|
|---|---|
| Authors: | Durham, Garland B. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 70.2003, 3, p. 463-487
|
| Publisher: |
Elsevier |