Testing for continuous-time models of the short-term interest rate

Laurence Broze (), Olivier Scaillet and Jean-Michel Zakoian

No 1177, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1995-01-01
Note: In : of Empirical Finance, 2, 199-223, 1995
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Journal Article: Testing for continuous-time models of the short-term interest rate (1995)
Working Paper: Testing for Continuous-Time Models of the Short-Term Interest Rate (1993)
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