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
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Citations: View citations in EconPapers (17)

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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)
Working Paper: Indirect Robust Estimation of the Short-term interest Rate Process (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:14:y:2007:i:4:p:546-563

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