On the estimation and comparison of short-rate models using the generalised method of moments
Year of publication: |
2006
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Authors: | Faff, Robert ; Gray, Philip |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 30.2006, 11, p. 3131-3146
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