Subject
Economics and Econometrics,Finance
Reference18 articles.
1. Empirical comparisons in short-term interest rate models using nonparametric methods;Arapis;Journal of Financial Econometrics,2006
2. Testing continuous-time models of the spot interest rate;Aït-Sahalia;Review of Financial Studies,1996
3. Nonlinear mean reversion in stock prices;Bali;Journal of Banking and Finance,2008
4. A comprehensive analysis of the short-term interest rate dynamics;Bali;Journal of Banking and Finance,2006
5. Analyzing convertible bonds;Brennan;Journal of Financial and Quantitative Analysis,1980
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献