EconPapers    
Economics at your fingertips  
 

Indirect robust estimation of the short-term interest rate process

Veronika Czellar, G. Karolyi () and Elvezio Ronchetti

Journal of Empirical Finance, 2007, vol. 14, issue 4, 546-563

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0927-5398(07)00028-X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Indirect robust estimation of the short-term interest rate process (2007)
Working Paper: Indirect Robust Estimation of the Short-term Interest Rate Process (2005) Downloads
Working Paper: Indirect Robust Estimation of the Short-term interest Rate Process (2005) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:14:y:2007:i:4:p:546-563

Access Statistics for this article

Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

More articles in Journal of Empirical Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:empfin:v:14:y:2007:i:4:p:546-563