On the estimation and comparison of short-rate models using the generalised method of moments

Robert Faff, Philip Gray

    Research output: Contribution to journalArticleResearchpeer-review

    13 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)3131 - 3146
    Number of pages16
    JournalJournal of Banking and Finance
    Volume30
    Issue number11
    Publication statusPublished - 2006

    Cite this