Empirical comparisons in short-term interest rate models using nonparametric methods

Manuel Arapis, Jiti Gao

Research output: Contribution to journalArticleResearchpeer-review

35 Citations (Scopus)
Original languageEnglish
Pages (from-to)310 - 345
Number of pages36
JournalJournal of Financial Econometrics
Volume4
Issue number2
DOIs
Publication statusPublished - 2006
Externally publishedYes

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