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~institution:"Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain"
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INFORMATION
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interest rate
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BROZE, L.
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SCAILLET, O.
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Scaillet, O.
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ZAKOÏAN, J.-M.
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Broze, L.
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Chesher, A.
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Dhaene, G.
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
International Center for Financial Asset Management and Engineering
9
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
5
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Institut für Schweizerisches Bankwesen <Zürich>
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Centre pour la Recherche Économique et ses Applications (CEPREMAP)
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Columbia University / Department of Economics
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Finrisk
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Geneva School of Economics and Management, Université de Genève
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National Centre of Competence in Research North South <Bern>
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National Centre of Competence in ResearchFinancial Valuation and Risk Management
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Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
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Swiss Finance Institute
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CORE Discussion Papers RP
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Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Bartlett Identities Tests.
Chesher, A.
;
Dhaene, G.
;
Gourieroux, C.
;
Scaillet, O.
-
Center for Operations Research and Econometrics (CORE), …
-
1999
In this note we propose a general testing procedure for parametric models based on Bartlett Identities.
Persistent link: https://www.econbiz.de/10005634012
Saved in:
2
Testing for Continuous-Time Models of the Short-Term Interest Rate.
Broze, L.
;
Scaillet, O.
;
Zakoian, J.M.
-
Center for Operations Research and Econometrics (CORE), …
-
1993
Persistent link: https://www.econbiz.de/10005669225
Saved in:
3
Testing for continuous-time models of the short-term interest rate
BROZE, L.
;
SCAILLET, O.
;
ZAKOÏAN, J.-M.
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703730
Saved in:
4
Testing for continuous-time models of the short-term interest rate
BROZE, L.
;
SCAILLET, O.
;
ZAKOÏAN, J.-M.
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694439
Saved in:
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