Skip to main content

Please enter a keyword and click the arrow to search the site

A comparison of alternative non-parametric estimators of the short rate diffusion coefficient

Journal

Economic Notes

Subject

Finance

Publishing details

Economic Notes 2006 November Vol 35:3 p 227-252

Authors / Editors

Schaefer S M;Reno R;Roma A

Biographies

Publication Year

2006

Publication Research Centre

Institute of Finance and Accounting

Available on ECCH

No


Select up to 4 programmes to compare

Select one more to compare
×
subscribe_image_desktop 5949B9BFE33243D782D1C7A17E3345D0

Sign up to receive our latest news and business thinking direct to your inbox