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

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	310 - 345
Number of pages	36
Journal	Journal of Financial Econometrics
Volume	4
Issue number	2
DOIs	https://doi.org/10.1093/jjfinec/nbj007
Publication status	Published - 2006
Externally published	Yes

Access to Document

@article{b67edc21d7d644c2b5b01f914b643981,

title = "Empirical comparisons in short-term interest rate models using nonparametric methods",

author = "Manuel Arapis and Jiti Gao",

year = "2006",

doi = "10.1093/jjfinec/nbj007",

language = "English",

volume = "4",

pages = "310 -- 345",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "2",

}